Online Sliced Inverse Regression for Elliptical Model with Streaming Data
Overview
For high-dimensional streaming heavy-tailed elliptical data, traditional sliced inverse regression methods require full offline data and cannot adapt to incremental data arrival. This package implements Online Sliced Inverse Regression for Elliptical Model with Streaming Data (OE-SIR) algorithm with two recursive updating strategies, including offline batch SIR as benchmark, elliptical heavy-tailed data simulator, subspace evaluation metric and batch simulation tools for numerical experiments. Cai, Z., Li, R., & Zhu, L. (2020) doi:10.48550/arXiv.2002.02795.
Install
Health
- OK13 OKNow
- OK6 OK2026-09-11
Documentation
- Help pages
- 5
- Examples that run
- 100%5 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 0%
Downloads
Dependencies
Installing oesir adds no packages beyond those that come with R.
Code & Tests
People & History
- 0.3.2Latest2026-09-10 · current release
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-09-10
- Total releases
- 1 / 1 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 3.5.0
- Download size
- 5.6 KB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("oesir")This package has no citation file, so citation() returns this entry built from DESCRIPTION.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-17, which the citation names so these numbers can be found later. More on citing and the projects behind them.