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This package offers an implementation of the SIR (Sliced Inverse Regression) method, along with a thresholded version of SIR that allows variable selection. Fore more information, you can check the vignette of the package on that link, and explore the code on the GitHub repository.
A paper is currently being written.
install.packages("SIRthresholded")
To install the current development version from GitHub:
# install.packages("devtools")
::install_github("clement-w/sirthresholded", build_vignettes = TRUE) devtools
It is also possible to clone the repository, and install it manually (note: pandoc is required to build the vignette):
git clone git@github.com:Clement-W/SIRthresholded.git
cd SIRthresholded
R
# install.packages("devtools")
::install(build_vignettes = TRUE)
devtoolslibrary(SIRthresholded)
Once that package is installed, you can access the vignette with
vignette("SIRthresholded")
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.