Run SDR simulation study — run_risdr_simulation • risdr

Run SDR simulation study

Usage

run_risdr_simulation(
  R = 200,
  rho_values = c(0.3, 0.6, 0.9),
  methods = c("sir", "save", "dr", "phd"),
  cov_methods = c("sample", "oas", "mec"),
  seed = NULL,
  ...
)

Arguments

R: Number of replications.
rho_values: Correlation values.
methods: SDR methods.
cov_methods: Covariance methods.
seed: Optional starting seed for reproducible replications.
...: Additional arguments passed to run_one_simulation().

Value

Data frame of simulation results.