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’.
| Version: |
0.6.4 |
| Imports: |
Rcpp (≥ 0.12.12), survival, dr, pracma, plot3D, rgl, MASS |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Published: |
2019-09-05 |
| Author: |
Ruilin Zhao, Ruoqing Zhu, Jiyang Zhang, Wenzhuo Zhou and Peng Xu |
| Maintainer: |
Ruoqing Zhu <teazrq at gmail.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| Citation: |
orthoDr citation info |
| Materials: |
NEWS |
| CRAN checks: |
orthoDr results |
Documentation:
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