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Implements covariance-stabilised sufficient dimension reduction for continuous responses with information-theoretic structural dimension selection. Supported methods include sliced inverse regression, sliced average variance estimation, directional regression, and principal Hessian directions. Sample, ridge, Oracle Approximating Shrinkage, Ledoit-Wolf, and Maximum Entropy Covariance (MEC) estimators are provided alongside prediction, resampling, simulation, and diagnostic utilities. The sufficient dimension reduction methods build on Li (1991) <doi:10.1080/01621459.1991.10475035>, Li (1992) <doi:10.1080/01621459.1992.10476258>, and Li and Wang (2007) <doi:10.1198/016214507000000536>. Covariance shrinkage follows Olorede and Yahya (2019) <doi:10.48550/arXiv.1909.13017>, Ledoit and Wolf (2004) <doi:10.1016/S0047-259X(03)00096-4> and Chen et al. (2010) <doi:10.1109/TSP.2010.2053029>.
| Version: | 0.3.1 |
| Depends: | R (≥ 4.1.0) |
| Imports: | stats, graphics, utils, MASS, Matrix |
| Suggests: | dplyr, knitr, readr, rmarkdown, testthat (≥ 3.0.0), VIM |
| Published: | 2026-07-28 |
| DOI: | 10.32614/CRAN.package.risdr |
| Author: | Kabir Olorede [aut, cre] |
| Maintainer: | Kabir Olorede <kabirolorede at gmail.com> |
| BugReports: | https://github.com/ilovemaths/risdr/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/ilovemaths/risdr, https://ilovemaths.github.io/risdr/ |
| NeedsCompilation: | no |
| Language: | en-GB |
| Citation: | risdr citation info |
| Materials: | README, NEWS |
| CRAN checks: | risdr results |
| Reference manual: | risdr.html , risdr.pdf |
| Vignettes: |
Covariance Regularisation (source, R code) Environmental Performance Index Case Study (source, R code) Getting Started with risdr (source, R code) Simulation Study (source, R code) Structural Dimension Selection (source, R code) |
| Package source: | risdr_0.3.1.tar.gz |
| Windows binaries: | r-devel: risdr_0.3.1.zip, r-release: risdr_0.3.1.zip, r-oldrel: risdr_0.3.1.zip |
| macOS binaries: | r-release (arm64): risdr_0.3.1.tgz, r-oldrel (arm64): risdr_0.3.1.tgz, r-release (x86_64): risdr_0.3.1.tgz, r-oldrel (x86_64): risdr_0.3.1.tgz |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.