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 bojiang83@gmail.com and jliu@stat.harvard.edu.

Last modified on 09/23/2014