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:

• 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).