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https://github.com/clement-w/sirthresholded

Variable selection with Sliced Inverse Regression (SIR) thresholded
https://github.com/clement-w/sirthresholded

dimensionality-reduction inverse-regression r statistical-learning variable-selection

Last synced: 4 months ago
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Variable selection with Sliced Inverse Regression (SIR) thresholded

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Variable selection with Sliced Inverse Regression (SIR) thresholded

[![R-CMD-check](https://github.com/Clement-W/SIRthresholded/actions/workflows/R-CMD-check.yaml/badge.svg)](https://github.com/Clement-W/SIRthresholded/actions/workflows/R-CMD-check.yaml)
[![CRAN](https://www.r-pkg.org/badges/version/SIRthresholded?color=orange)](https://cran.r-project.org/package=SIRthresholded)
[![CRAN Downloads](https://cranlogs.r-pkg.org/badges/grand-total/SIRthresholded)](https://cran.r-project.org/package=SIRthresholded)

## 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](https://clement-w.github.io/SIRthresholded/articles/SIRthresholded.html), and explore the code on the [GitHub repository](https://github.com/Clement-W/SIRthresholded).

A paper is currently being written.

## Install

### From CRAN

```r
install.packages("SIRthresholded")
```

### From GitHub

To install the current development version from GitHub:

```r
# 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):

```sh
git clone [email protected]:Clement-W/SIRthresholded.git
cd SIRthresholded
R
```

```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

```r
vignette("SIRthresholded")
```