sinvreg function

Dimension Reduction Based on Sliced Inverse Regression

sinvreg' is used in the examples for the semimrFullandsemimrOne` functions to obtain initial values based on sliced inverse regression (Li, 1991).

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.

Returns

A list containing the following elements: - direction: direction vector.

• reducedx: reduced x.

• eigenvalue: eigenvalues for reduced x.

• nobs: number of observations within each slice.

Examples

# See examples for the 'semimrFull' function.

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