Package: sdrt
Type: Package
Title: Estimating the Sufficient Dimension Reduction Subspaces in Time
        Series
Version: 1.0.0
Authors@R: c(person(given="Tharindu", family="P. De Alwis",
    role=c("aut","cre"),email="talwis@wpi.edu",
    comment = c(ORCID = "0000-0002-3446-0502")),
    person(given="S. Yaser ", family="Samadi",
    role=c("ctb","aut"),email="ysamadi@siu.edu",
    comment = c(ORCID = "0000-0002-6121-0234")))
Maintainer: Tharindu P. De Alwis <talwis@wpi.edu>
Depends: R(>= 3.5.0), stats
Imports: psych, tseries, pracma
Description: 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.
License: GPL-2 | GPL-3
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.2.3
Suggests: rmarkdown, knitr
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2026-06-18 09:24:38 UTC; root
Author: Tharindu P. De Alwis [aut, cre]
        (<https://orcid.org/0000-0002-3446-0502>), S. Yaser Samadi
        [ctb, aut] (<https://orcid.org/0000-0002-6121-0234>)
Config/pak/sysreqs: libssl-dev
Repository: https://tharindupdealwis.r-universe.dev
Date/Publication: 2024-03-29 02:39:33 UTC
RemoteUrl: https://github.com/cran/sdrt
RemoteRef: HEAD
RemoteSha: be255fb64b632dfa63be9dec7e9f89d3cb1030ca