Variable selection with Sliced Inverse Regression (SIR) thresholded

R-CMD-check

Description

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

The paper will soon be available.

Install

From CRAN

(not available yet)

From GitHub

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 git@github.com: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

vignette("SIRthresholded")