orthoDr: Semi-Parametric Dimension Reduction Models Using Orthogonality Constrained Optimization

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 (2017) <arXiv:1704.05046> and Zhou & Zhu (2018+) <arXiv:1802.06156>. It also serves as a general purpose optimization solver for problems with orthogonality constraints. Parallel computing for approximating the gradient is enabled through `OpenMP'.

Getting started

Package details

AuthorRuilin Zhao, Ruoqing Zhu, Jiyang Zhang, Wenzhuo Zhou and Peng Xu
MaintainerRuoqing Zhu <teazrq@gmail.com>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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orthoDr documentation built on Sept. 5, 2019, 5:03 p.m.