Integral Transformation Methods for SDR in Regression
Overview
The itdr() routine allows for the estimation of sufficient dimension reduction subspaces in univariate regression such as the central mean subspace or central subspace in regression. This is achieved using Fourier transformation methods proposed by Zhu and Zeng (2006) doi:10.1198/016214506000000140, convolution transformation methods proposed by Zeng and Zhu (2010) doi:10.1016/j.jmva.2009.08.004, and iterative Hessian transformation methods proposed by Cook and Li (2002) doi:10.1214/aos/1021379861. Additionally, mitdr() function provides optimal estimators for sufficient dimension reduction subspaces in multivariate regression by optimizing a discrepancy function using a Fourier transform approach proposed by Weng and Yin (2022) doi:10.5705/ss.202020.0312, and selects the sufficient variables using Fourier transform sparse inverse regression estimators proposed by Weng (2022) doi:10.1016/j.csda.2021.107380.
- New Features
- Integrate all the multivariate sufficient dimension reduction methods in regression within the _mitdr()_ function.
- Integrate _wh()_, _wx()_, and _wy()_ functions into a single function _hyperPara()_.
- Enhancements
- Integrate all the uni-variate sufficient dimension reduction methods in regression within the _itdr()_ function. The _itdr()_ function now facilitate to use Fourier transformation method (FM), Convolution Transformation method (CM), Iterative hessian transformation method (iht), and inverse Fourier transformation method (invFM).
- Bug Fixes
- Fixed the errors in _recumbent_ dataset.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 11
- Examples that run
- 50%2 run in a plain check · 1 only when donttest examples are enabled (R CMD check --as-cran) · 1 never run
- Exported functions with examples
- 67%
- Documented parameters
- 99%
- Return-value docs
- 100%
- Help pages citing references
- 64%
- itdr-vignette HTML
Downloads
Dependencies
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 2.0.1Latest2024-02-26 · current release · diff ↗ ·
removed 6 exports
admmft, fm_xire, invFM, wh, wx, wyadded 2 exports
hyperPara, mitdr - 2.0.0
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 1.2.02022-04-12 · diff ↗
- 1.02021-07-23
- RR 4.1.0 released · 2021-05-18
Package metadata
- First published
- 2021-07-23
- Total releases
- 4 / 5 yrs
- License
- GPL-2 | GPL-3 OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 971 KB / 5 files
- Download size
- 1.0 MB
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