Other packages > Find by keyword >

sdrt  

Estimating the Sufficient Dimension Reduction Subspaces in Time Series
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("sdrt", "1.0.0")



Attach the package and use:
library("sdrt")
Maintained by
Tharindu P. De Alwis
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-03-28
Latest Update: 2024-03-28
Description:
The sdrt() function is designed for estimating subspaces for Sufficient Dimension Reduction (SDR) in time series, with a specific focus on the Time Series Central Mean subspace (TS-CMS). The package employs the Fourier transformation method proposed by Samadi and De Alwis (2023) and the Nadaraya-Watson kernel smoother method proposed by Park et al. (2009) for estimating the TS-CMS. The package provides tools for estimating distances between subspaces and includes functions for selecting model parameters using the Fourier transformation method.
How to cite:
Tharindu P. De Alwis (2024). sdrt: Estimating the Sufficient Dimension Reduction Subspaces in Time Series. R package version 1.0.0, https://cran.r-project.org/web/packages/sdrt. Accessed 03 Jan. 2025.
Previous versions and publish date:
No previous versions
Other packages that cited sdrt R package
View sdrt citation profile
Other R packages that sdrt depends, imports, suggests or enhances
Complete documentation for sdrt
Functions, R codes and Examples using the sdrt R package
Full sdrt package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
ICglm  
Information Criteria for Generalized Linear Regression
Calculate various information criteria in literature for "lm" and "glm" objects. ...
Download / Learn more Package Citations See dependency  
DiscreteLaplace  
Discrete Laplace Distributions
Probability mass function, distribution function, quantile function, random generation and estimatio ...
Download / Learn more Package Citations See dependency  
QregBB  
Block Bootstrap Methods for Quantile Regression in Time Series
Implements moving-blocks bootstrap and extended tapered-blocks bootstrap, as well as smooth versions ...
Download / Learn more Package Citations See dependency  
autonewsmd  
Auto-Generate Changelog using Conventional Commits
Automatically generate a changelog file (NEWS.md / CHANGELOG.md) from the git history using convent ...
Download / Learn more Package Citations See dependency  
NBBDesigns  
Neighbour Balanced Block Designs (NBBDesigns)
Neighbour-balanced designs ensure that no treatment is disadvantaged unfairly by its surroundings. T ...
Download / Learn more Package Citations See dependency  

23,440

R Packages

202,297

Dependencies

63,567

Author Associations

23,434

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA