SIRI: Sliced Inverse Regression for Interaction Detection
Download the R code for:
Jiang B and Liu JS. (2014) Variable selection for general index models via sliced inverse regression. Annals of Statistics, 42:1751-1786.
After the download, the zip file contains:
Comments, suggestions, questions are welcomed, and should be directed to firstname.lastname@example.org and email@example.com.
The source code (siri.R) and some simulation examples (simu.R).
An example (siri.example.R) on how to use siri.R.
Note that two R packages are required: library(dr) and library(MASS).
Last modified on 09/23/2014