Package: sdrt 1.0.0

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.

Authors:Tharindu P. De Alwis [aut, cre], S. Yaser Samadi [ctb, aut]

sdrt_1.0.0.tar.gz
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sdrt_1.0.0.tgz(r-4.4-x86_64)sdrt_1.0.0.tgz(r-4.4-arm64)sdrt_1.0.0.tgz(r-4.3-x86_64)sdrt_1.0.0.tgz(r-4.3-arm64)
sdrt_1.0.0.tar.gz(r-4.5-noble)sdrt_1.0.0.tar.gz(r-4.4-noble)
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sdrt.pdf |sdrt.html
sdrt/json (API)
NEWS

# Install 'sdrt' in R:
install.packages('sdrt', repos = c('https://tharindupdealwis.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • lynx - Canadian Lynx Data.

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.00 score 179 downloads 4 exports 14 dependencies

Last updated 8 months agofrom:be255fb64b. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 25 2024
R-4.5-win-x86_64OKOct 25 2024
R-4.5-linux-x86_64OKOct 25 2024
R-4.4-win-x86_64OKOct 25 2024
R-4.4-mac-x86_64OKOct 25 2024
R-4.4-mac-aarch64OKOct 25 2024
R-4.3-win-x86_64OKOct 25 2024
R-4.3-mac-x86_64OKOct 25 2024
R-4.3-mac-aarch64OKOct 25 2024

Exports:distpd.bootssdrtsigma_u

Dependencies:curlGPArotationjsonlitelatticemnormtnlmepracmapsychquadprogquantmodtseriesTTRxtszoo

sdrt-vignette

Rendered fromsdrt-vignette.Rmdusingknitr::rmarkdownon Oct 25 2024.

Last update: 2024-03-29
Started: 2024-03-29