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Description

Semi-Parametric Dimension Reduction Models Using Orthogonality Constrained Optimization.

Utilize an orthogonality constrained optimization algorithm of Wen & Yin (2013) <DOI:10.1007/s10107-012-0584-1> to solve a variety of dimension reduction problems in the semiparametric framework, such as Ma & Zhu (2012) <DOI:10.1080/01621459.2011.646925>, Ma & Zhu (2013) <DOI:10.1214/12-AOS1072>, Sun, Zhu, Wang & Zeng (2019) <DOI:10.1093/biomet/asy064> and Zhou, Zhu & Zeng (2021) <DOI:10.1093/biomet/asaa087>. The package also implements some existing dimension reduction methods such as hMave by Xia, Zhang, & Xu (2010) <DOI:10.1198/jasa.2009.tm09372> and partial SAVE by Feng, Wen & Zhu (2013) <DOI:10.1080/01621459.2012.746065>. It also serves as a general purpose optimization solver for problems with orthogonality constraints, i.e., in Stiefel manifold. Parallel computing for approximating the gradient is enabled through 'OpenMP'.

orthoDr

CRAN status

The goal of orthoDr is to use an orthogonality constrained optimization algorithm to solve a variety of dimension reduction problems in the semiparametric framework.

Installation

You can install the released version of orthoDr from CRAN with:

  install.packages("orthoDr")

Implemented Methods

This package implements the orthogonality constrained (Stiefel manifold) optimization approach proposed by Wen & Yin (2013). A drop-in solver ortho_optim() works just the same as the optim() function. Relying on this optimization approach, we also implemented a collection of dimension reduction models for survival analysis, regression, and personalized medicine.

We also implemented several methods and functions for comparison, testing and utilization purposes


  • hMave: This is a direct R translation of the hMave MATLAB code by Xia, Zhang & Xu (2010)
  • pSAVE: partial-SAVE in Feng, Wen, Yu & Zhu (2013)
  • dist_cross(): kernel distances matrix between two sets of data, as an extension of dist()
  • distance(): distance correlation between two linear spaces
  • silverman(): Silverman's rule of thumb bandwidth.
Metadata

Version

0.6.8

License

Unknown

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