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risdr

0.4.0Package record

Regularised and Information-Theoretic Sufficient Dimension Reduction

0packages depend
703downloads / year
90.1%test coverage
13/13flavors OK

Overview

About

Implements covariance-stabilised sufficient dimension reduction for continuous responses, with an additional sparse engine for continuous, categorical, and right-censored survival responses and information-theoretic structural dimension selection. Supported methods include sliced inverse regression, sliced average variance estimation, directional regression, and principal Hessian directions. Sample, ridge, Oracle Approximating Shrinkage, Ledoit-Wolf, and Maximum Entropy Covariance (MEC) estimators are provided alongside prediction, resampling, simulation, and diagnostic utilities. The sufficient dimension reduction methods build on Li (1991) doi:10.1080/01621459.1991.10475035, Li (1992) doi:10.1080/01621459.1992.10476258, and Li and Wang (2007) doi:10.1198/016214507000000536. Covariance shrinkage follows Olorede and Yahya (2019) doi:10.48550/arXiv.1909.13017, Ledoit and Wolf (2004) doi:10.1016/S0047-259X(03)00096-4 and Chen et al. (2010) doi:10.1109/TSP.2010.2053029.

Changes in 0.4.0

Sparse and survival SDR

  • Added fit_risdr_sparse() for joint structural-dimension and sparsity selection with continuous, categorical, and right-censored survival outcomes.
  • Added fit_risdr_dual() and fit_risdr_sparse_realdata() for high-dimensional predictors, with selected-direction mapping and variable-ranking records.
  • Added censoring-status/time slicing, canonical pairwise-slice DR kernels, coordinate-level C1F adaptive weights, and complete information-criterion grids.
  • Retained the frozen thesis convention: Efron Cox partial likelihood, support_penalty = FALSE, and C1F complexity for ICOMP/CICOMP.
  • Preserved all existing 0.3.1 continuous-response interfaces and defaults. The new engine is explicitly selected through the new entry points.
  • Added executable survival examples, a migration vignette, provenance records, and regression checks against both the frozen and existing implementations.

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 3.3 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE11 OK, 1 NOTE2026-08-01
  • OK7 OK2026-07-29
Advisories

none known

Documentation

In release 0.4.0
READMEYes · 457 wordsVignettesYes · 6 · dynamicNEWSYes · 100% structured · mentions 0.4.0Citation fileYes · computed when R runs itWebsiteYes · pkgdown
Help pages
117 (26 internal)includes a package overview page
Examples that run
100%44 run in a plain check
Exported functions with examples
55%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
0%

Downloads

703
CRAN downloads in the past year
Rank #18,520 · ~2/day · ~59/mo
Daily download trend is not available in this view yet.
26330 days
70390 days
7031 year
Compare downloads with other packages →
Also on14 r2u3 autocran

Repository

0Stars
0Forks
0Open issues
2Open PRs
2Releases
21Commits
2Commit identities
21 commits · Last activity 2026-10-12
Responsiveness
How these are sampled
PRs merged (all time)
75%
Median days to close, 50 most recently updated closed issues
not measured
Median days to close, 50 most recently updated closed PRs
0

Releases over time

2026-07-29 · 12026-08-01 · 2
PracticesBeta

16 development-tooling and community-health practices detected across 9 families in the upstream repository

Checks run against github.com/ilovemaths/risdr on 2026-10-22.

Continuous integration (2)
GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

Governance and community (5)
Code of conductContributing guideIssue templatesPR templateSecurity policy
Docs source (3)
pkgdown

GitHub Pages site last deployed 2026-10-12 · The repository has a site deploy workflow

pkgdown site last built 2026-10-12

Coverage (1)
Coverage reporting
Show all practicesHide 5 practices
CRAN release process (1)
cran-comments.md
Research and citation (1)
CITATION.cff
Automation and maintenance (1)
Dependabot
Lint, format, editor (1)
RStudio project
Git structural (1)
.gitattributes
How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies
7 external dependencies (excludes base and recommended)

Installing risdr adds no packages beyond those that come with R.

Depends (1)
R >= 4.1.0
Imports (7)
statsgraphicsutilsMASSMatrixsurvivalnnet
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (1)
Author, Maintainer since 0.3.1 (2026)
Releases (2)

Pick two releases to compare their code metrics.

  • 0.4.0Latest
    record
    2026-10-12 · current release · diff ↗ ·
    added 13 exports
    C1F, compute_ic, compute_ic_values, compute_penalty_weights, dual_pca_scores, fit_risdr_dual, fit_risdr_sparse, fit_risdr_sparse_realdata, fit_sparse_grid, slice_response, summarise_sparsity, weighted_soft_threshold, weighted_sparsify_directions
  • 0.3.1
    record
    2026-07-28
  • R
    R 4.6.0 released · 2026-04-24

Package metadata

First published
2026-07-28
Total releases
2 / 1 yrs
License
GPL (>= 3) OSI
Minimum R
≥ 4.1.0
Download size
227 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("risdr")

The package provides a citation file that builds its entry when R runs it. Run citation() to see it.

The repository also keeps a CITATION.cff.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for risdr version 0.4.0 [Data set]. HJJB, LLC. Data release v2026-10-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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