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SiER  

Signal Extraction Approach for Sparse Multivariate Response Regression
View on CRAN: Click here


Download and install SiER package within the R console
Install from CRAN:
install.packages("SiER")

Install from Github:
library("remotes")
install_github("cran/SiER")

Install by package version:
library("remotes")
install_version("SiER", "0.1.0")



Attach the package and use:
library("SiER")
Maintained by
Ruiyan Luo
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-09-19
Latest Update: 2017-09-19
Description:
Methods for regression with high-dimensional predictors andunivariate or maltivariate response variables. It considers the decomposition of the coefficient matrix that leads to the best approximation to the signal part in the response given any rank, and estimates the decomposition by solving a penalized generalized eigenvalue problem followed by a least squares procedure. Ruiyan Luo and Xin Qi (2017) <doi:10.1016/j.jmva.2016.09.005>.
How to cite:
Ruiyan Luo (2017). SiER: Signal Extraction Approach for Sparse Multivariate Response Regression. R package version 0.1.0, https://cran.r-project.org/web/packages/SiER. Accessed 18 Sep. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited SiER R package
View SiER citation profile
Other R packages that SiER depends, imports, suggests or enhances
Complete documentation for SiER
Functions, R codes and Examples using the SiER R package
Some associated functions: cv.SiER . getcoef.SiER . pred.SiER . 
Some associated R codes: SiER.R .  Full SiER package functions and examples
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