Semi-Parametric Dimension Reduction Models Using Orthogonality Constrained Optimization.
orthoDr
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.
- CP-SIR, Forward, IR-CP and IR-Semi methods in Sun, Zhu, Wang & Zeng (2019)
- semi-SIR and semi-PHD in Ma & Zhu (2012)
- Direct and pseudo-Direct methods in Zhou, Zhu & Zeng (2021)
We also implemented several methods and functions for comparison, testing and utilization purposes
hMave
: This is a directR
translation of the hMaveMATLAB
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 ofdist()
distance()
: distance correlation between two linear spacessilverman()
: Silverman's rule of thumb bandwidth.