CRAN

orthoDr 0.5.1

An Orthogonality Constrained Optimization Approach for Semi-Parametric Dimension Reduction Problems

Released Mar 25, 2018 by Ruoqing Zhu

This package cannot yet be used with Renjin it depends on other packages which are not available: rgl 0.99.16

Dependencies

rgl 0.99.16 RcppArmadillo 0.9.100.5.0 dr 3.0.10 pracma 2.1.4 survival 2.42-6 MASS 7.3-50 plot3D 1.1.1 Rcpp

Utilize an orthogonality constrained optimization algorithm of Wen & Yin (2013) to solve a variety of dimension reduction problems in the semiparametric framework, such as Ma & Zhu (2012) , Ma & Zhu (2013) , and Sun, Zhu, Wang & Zeng (2017) . It also serves as a general purpose optimization solver for problems with orthogonality constraints. Parallel computing is enabled through `OpenMP'.

Source

R
C
C++

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