sdrt - Estimating the Sufficient Dimension Reduction Subspaces in Time
Series
The sdrt() function is designed for estimating subspaces
for Sufficient Dimension Reduction (SDR) in time series, with a
specific focus on the Time Series Central Mean subspace
(TS-CMS). The package employs the Fourier transformation method
proposed by Samadi and De Alwis (2023)
<doi:10.48550/arXiv.2312.02110> and the Nadaraya-Watson kernel
smoother method proposed by Park et al. (2009)
<doi:10.1198/jcgs.2009.08076> for estimating the TS-CMS. The
package provides tools for estimating distances between
subspaces and includes functions for selecting model parameters
using the Fourier transformation method.