DimensionReductionRegression.jl

Dimension reduction regression for Julia
Author kshedden
Popularity
0 Stars
Updated Last
7 Months Ago
Started In
November 2019

DimensionReductionRegression.jl -- Dimension reduction regression for Julia

  • Sliced Inverse Regression (SIR)
  • Principal Hessian Directions (PHD)
  • Sliced Average Variance Estimation (SAVE)
  • Outer Product of gradients (OPG)
  • Dimension inference and coordinate testing
  • Covariance Reduction (CORE)