sdim
0.1.0An R Package for Supervised Dimension Reduction
Overview
Implements five factor extraction methods for asset pricing and macroeconomic forecasting: principal component analysis (PCA), partial least squares (PLS), scaled PCA (sPCA) of Huang, Jiang, Li, Tong, and Zhou (2022) doi:10.1287/mnsc.2021.4020, the reduced-rank approach (RRA) of He, Huang, Li, and Zhou (2023) doi:10.1287/mnsc.2022.4563, and Instrumented PCA (IPCA) of Kelly, Pruitt, and Su (2019) doi:10.1016/j.jfineco.2019.05.001.
Install
Health
- OK2026-08-0413 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-07-127 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 73%
Downloads
Repository
Stars over time
Commits over time
Repository practices
4 development-tooling and community-health practices detected across 3 families in the upstream repository
Checks run against github.com/gabbocg/sdim on 2026-08-23.
Development tooling
Uses AI-assisted development tooling (declared in repo)
Earliest detected marker: claude on 2026-04-06
Most recent: claude on 2026-04-06
- claude: on 2026-04-06 · evidence B, D
Dependencies
Nothing depends on this yet.
Code & Tests
Datasets
People & History
1 release. R releases are shown for context.
- 0.1.0Latest2026-07-11 · current release
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-07-11
- Total releases
- 1 / 1 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 4.1.0
- Bundled data
- 975 KB / 10 files
- Download size
- 1.2 MB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("sdim")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-08-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.