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ppmSDR  

Penalized Principal Machine for Sufficient Dimension Reduction
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("ppmSDR", "3.0.1")



Attach the package and use:
library("ppmSDR")
Maintained by
Jungmin Shin
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-06-19
Latest Update: 2026-06-19
Description:
A unified, computation-friendly framework for penalized principal machines (P2M), a class of sparse sufficient dimension reduction (SDR) estimators for regression and binary classification. Principal machines (PM) estimate the central subspace by solving a family of convex-loss problems over several cutoffs; their penalized counterparts (P2M) add a row-group sparsity penalty so that dimension reduction and variable selection are performed simultaneously. All estimators are fitted by a single group coordinate descent (GCD) algorithm that accommodates least squares, logistic, asymmetric least squares, L2-hinge, hinge (support vector machine, SVM) and quantile losses, together with the least absolute shrinkage and selection operator (LASSO), the smoothly clipped absolute deviation (SCAD) penalty and the minimax concave penalty (MCP). Methods are described in Li, Artemiou and Li (2011) <doi:10.1214/11-AOS932>, Shin and Artemiou (2017) <doi:10.1016/j.csda.2016.12.003>, Artemiou, Dong and Shin (2021) <doi:10.1016/j.patcog.2020.107768> and Breheny and Huang (2015) <doi:10.1007/s11222-013-9424-2>.
How to cite:
Jungmin Shin (2026). ppmSDR: Penalized Principal Machine for Sufficient Dimension Reduction. R package version 3.0.1, https://cran.r-project.org/web/packages/ppmSDR. Accessed 08 Oct. 2026.
Previous versions and publish date:
(2026-09-26 23:30), 2.0.0 (2026-06-19 18:30)
Other packages that cited ppmSDR R package
View ppmSDR citation profile
Other R packages that ppmSDR depends, imports, suggests or enhances
Complete documentation for ppmSDR
Functions, R codes and Examples using the ppmSDR R package
Full ppmSDR package functions and examples
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