orthoDr: An Orthogonality Constrained Optimization Approach for Semi-Parametric Dimension Reduction Problems
Version 0.3.0

Utilize an orthogonality constrained optimization algorithm of Wen & Yin (2013) to solve a variety of dimension reduction problems in the semiparametric framework, such as Ma & Zhu (2013) , and Sun, Zhu, Wang & Zeng (2017) . It also serves as a general purpose optimization solver for problems with orthogonality constraints.

Getting started

Package details

AuthorRuilin Zhao, Jiyang Zhang, and Ruoqing Zhu
Date of publication2017-11-02 04:44:38 UTC
MaintainerRuoqing Zhu <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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orthoDr documentation built on Nov. 17, 2017, 6:20 a.m.