sinvreg {MixSemiRob}

Dimension Reduction Based on Sliced Inverse Regression

Description

‘sinvreg’ is used in the examples for the semimrFull and semimrOne functions to obtain initial values based on sliced inverse regression (Li, 1991).

Usage

sinvreg(x, y, nslice = NULL)

Arguments

x

an n by p matrix of observations where n is the number of observations and p is the number of explanatory variables.

y

an n-dimentionsl vector of response values.

nslice

number of slices. Default is 10.

Value

A list containing the following elements:

direction

direction vector.

reducedx

reduced x.

eigenvalue

eigenvalues for reduced x.

nobs

number of observations within each slice.

References

Li, K. C. (1991). Sliced inverse regression for dimension reduction. Journal of the American Statistical Association, 86(414), 316-327.

See Also

semimrFull, semimrOne

Examples

# See examples for the 'semimrFull' function.