orthoDr-package: orthoDr: Semi-Parametric Dimension Reduction Models Using...

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

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

Description

Utilize an orthogonality constrained optimization algorithm of Wen & Yin (2013) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/s10107-012-0584-1")} to solve a variety of dimension reduction problems in the semiparametric framework, such as Ma & Zhu (2012) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1080/01621459.2011.646925")}, Ma & Zhu (2013) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1214/12-AOS1072")}, Sun, Zhu, Wang & Zeng (2019) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1093/biomet/asy064")} and Zhou, Zhu & Zeng (2021) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1093/biomet/asaa087")}. The package also implements some existing dimension reduction methods such as hMave by Xia, Zhang, & Xu (2010) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1198/jasa.2009.tm09372")} and partial SAVE by Feng, Wen & Zhu (2013) \Sexpr[results=rd]{tools:::Rd_expr_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'.

Author(s)

Maintainer: Ruoqing Zhu [e-mail] (ORCID) [copyright holder]

Authors:

• Ruilin Zhao [e-mail] [copyright holder]

• Jiyang Zhang [e-mail] [copyright holder]

• Wenzhuo Zhou [e-mail] [copyright holder]

• Peng Xu [e-mail] [copyright holder]

Other contributors:

• James Joseph Balamuta [e-mail] (ORCID) [contributor]

See Also

Useful links:

• https://github.com/teazrq/orthoDr

• Report bugs at https://github.com/teazrq/orthoDr/issues

orthoDr documentation built on April 30, 2023, 5:12 p.m.