Sparse Interval Sliced Inverse Regression

An interval fusion procedure for functional data in the semiparametric framework of SIR. Standard ridge and sparse SIR are also included in the package.


SISIR 0.1 The initial version of SISIR package: ridge SIR with CV for hyper-parameters, sparse SIR with interval fusion

Reference manual

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0.1 by Nathalie Villa-Vialaneix, 3 years ago

Browse source code at

Authors: Victor Picheny [aut] , Remi Servien [aut] , Nathalie Villa-Vialaneix [aut, cre]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Matrix, expm, RSpectra, glmnet

Depends on foreach, doParallel

See at CRAN