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General SDR kernel dispatcher

Source: R/sdr_kernels.R
compute_sdr.Rd

General SDR kernel dispatcher

Usage

compute_sdr(
  X,
  y,
  method = c("dr", "sir", "save", "phd"),
  Sigma = NULL,
  nslices = 6,
  ...
)

Arguments

X

Numeric predictor matrix.

y

Numeric response vector.

method

SDR method.

Sigma

Covariance matrix.

nslices

Number of slices.

...

Additional arguments passed to internal methods.

Value

SDR fit components.

Examples

X <- as.matrix(mtcars[, c("disp", "hp", "wt")])
Sigma <- cov_oas(X)
fit <- compute_sdr(
  X,
  y = mtcars$mpg,
  method = "sir",
  Sigma = Sigma,
  nslices = 4
)
dim(fit$scores)
#> [1] 32  3