View source: R/SIR_bootstrap.R
SIR_bootstrap  R Documentation 
Apply a singleindex SIR
on B
bootstraped samples of (X,Y)
with H
slices.
SIR_bootstrap(Y, X, H = 10, B = 10, graph = TRUE, choice = "")
Y 
A numeric vector representing the dependent variable (a response vector). 
X 
A matrix representing the quantitative explanatory variables (bind by column). 
H 
The chosen number of slices (default is 10). 
B 
The number of bootstrapped samples to draw (default is 10). 
graph 
A boolean that must be set to true to display graphics (default is TRUE). 
choice 
the graph to plot:

An object of class SIR_bootstrap, with attributes:
b 
This is an estimated EDR direction, which is the principal eigenvector of the interest matrix. 
mat_b 
A matrix of size p*B that contains an estimation of beta in the columns for each bootstrapped sample. 
n 
Sample size. 
p 
The number of variables in X. 
H 
The chosen number of slices. 
call 
Unevaluated call to the function. 
index_pred 
The index b'X estimated by SIR. 
Y 
The response vector. 
# Generate Data
set.seed(10)
n < 500
beta < c(1,1,rep(0,8))
X < mvtnorm::rmvnorm(n,sigma=diag(1,10))
eps < rnorm(n)
Y < (X%*%beta)**3+eps
# Apply bootstrap SIR
SIR_bootstrap(Y, X, H = 10, B = 10)
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