echi/mSIM: Multivariate Response Single Index Model
A package for multivariate response single index model, developed by Zirui Li. This package implement the two step iterated optimization process in paper "Sparse Single Index Models for Multivariate Responses". The package provides functions for parameter estimation, parameter selection and prediction for users. The optimization process is fast and memory efficient, and is suitable for high dimensional data.
Getting started
Browse package contents
Package details |
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| Author | c( person("Zirui", "Li", email = "LZRsuper666@tju.edu.cn", role = c("aut", "cre", "cph")), person("Yuan", "Feng", email = "yfeng8@ncsu.edu", role = "aut"), person("Luo", "Xiao", email = "lxiao5@ncsu.edu", role = "aut"), person("Eric", "Chi", email = "eric_chi@ncsu.edu", role = "aut")) |
| Maintainer | Zirui Li<LZRsuper666@tju.edu.cn> |
| License | GPL(>=2) |
| Version | 0.1.4 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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