LassoSIR (0.1.1)

Sparsed Sliced Inverse Regression via Lasso.

Estimate the sufficient dimension reduction space using sparsed sliced inverse regression via Lasso (Lasso-SIR) introduced in Lin, Zhao, and Liu (2017) . The Lasso-SIR is consistent and achieve the optimal convergence rate under certain sparsity conditions for the multiple index models.

Maintainer: Zhigen Zhao
Author(s): Zhigen Zhao, Qian Lin, Jun Liu

License: GPL-3

Uses: glmnet

Released 12 months ago.