orthoDr: An Orthogonality Constrained Optimization Approach for Semi-Parametric Dimension Reduction Problems
Version 0.5.1

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 (2012) , Ma & Zhu (2013) , and Sun, Zhu, Wang & Zeng (2017) . It also serves as a general purpose optimization solver for problems with orthogonality constraints. Parallel computing is enabled through `OpenMP'.

Getting started

Package details

AuthorRuilin Zhao, Jiyang Zhang and Ruoqing Zhu
Date of publication2018-03-25 23:07:00 UTC
MaintainerRuoqing Zhu <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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orthoDr documentation built on April 1, 2018, 12:18 p.m.