orthoDr: Semi-Parametric Dimension Reduction Models Using Orthogonality Constrained Optimization (original) (raw)
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'.
| Version: | 0.6.8 |
|---|---|
| Imports: | Rcpp (≥ 1.0.9), survival, dr, pracma, plot3D, rgl, MASS |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2024-03-13 |
| DOI: | 10.32614/CRAN.package.orthoDr |
| Author: | Ruilin Zhao [aut, cph], Ruoqing Zhu |
| Maintainer: | Ruoqing Zhu |
| BugReports: | https://github.com/teazrq/orthoDr/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/teazrq/orthoDr |
| NeedsCompilation: | yes |
| Citation: | orthoDr citation info |
| Materials: | README, |
| CRAN checks: | orthoDr results |
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