Variable selection with Sliced Inverse Regression (SIR) thresholded
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.
To install the current development version from GitHub:
# install.packages("devtools") devtools::install_github("clement-w/sirthresholded", build_vignettes = TRUE)
It is also possible to clone the repository, and install it manually (note: pandoc is required to build the vignette):
git clone firstname.lastname@example.org:Clement-W/SIRthresholded.git cd SIRthresholded R
# install.packages("devtools") devtools::install(build_vignettes = TRUE) library(SIRthresholded)
Access the vignette
Once that package is installed, you can access the vignette with