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sdim

0.1.0

An R Package for Supervised Dimension Reduction

0packages depend
407downloads / year
0.0%test coverage
13/13checks pass

Overview

About
Maintained by Gabriel CabreraFirst published 2026-07-111 releasesCRAN page ↗GitHub ↗

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

CRAN checks
13OK
Slowest check: 3.4 min · r-devel-windows-x86_64
Code health
Yes
Tests · ratio 0.53
0.0%
Coverage · measured lines
100%
Documentation · exports
3
Dependencies · direct
Check history
  • OK2026-08-04
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-07-12
    7 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMEYes · 317 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
100%
Return-value docs
100%
References docs
73%

Downloads

407
CRAN downloads in the past year
Rank #23,696 · ~1/day · ~34/mo
Daily download trend is not available in this view yet.
21830 days
40790 days
4071 year
Compare downloads with other packages →
Also on19 r2u

Repository

Repository
2Stars
0Forks
0Open issues
0Open PRs
1Releases
109Commits
1Contributors
109 commits · Last activity 2026-08-20 · +100% stars, 30d

Stars over time

2026-07-12 · 12026-07-29 · 2

Repository practices

Upstream repositoryBeta

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.

Continuous integration (1)
GitHub Actions
CRAN release process (2)
cran-comments.mdCRAN-SUBMISSION
Lint, format, editor (1)
RStudio project
How this is detected·Detection ruleset v1 (2026-07-18)

Development tooling

AI-assisted toolingBeta

Uses AI-assisted development tooling (declared in repo)

Earliest detected marker: claude on 2026-04-06

claude

Most recent: claude on 2026-04-06

Evidence
  • claude: on 2026-04-06 · evidence B, D
How this is detected·Detection ruleset v2 (updated 2026-07-29)

Dependencies

Declared dependencies
8 external dependencies (excludes base and recommended)
Depends (1)
R >= 4.1.0
Imports (3)
statsgraphicsRcpp
LinkingTo (2)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (1)
Maintainer (1)
Author, Maintainer
Authors (1)
Author, Maintainer
Package Timeline

1 release. R releases are shown for context.

  • 0.1.0Latest
    2026-07-11 · current release
  • R
    R 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")
Cabrera, G. (2026). sdim: An R Package for Supervised Dimension Reduction (Version 0.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.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.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for sdim version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-08-26. https://doi.org/10.5281/zenodo.21843040

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.

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