dr - Methods for Dimension Reduction for Regression
Functions, methods, and datasets for fitting dimension
reduction regression, using slicing (methods SAVE and SIR),
Principal Hessian Directions (phd, using residuals and the
response), and an iterative IRE. Partial methods, that
condition on categorical predictors are also available. A
variety of tests, and stepwise deletion of predictors, is also
included. Also included is code for computing permutation
tests of dimension. Adding additional methods of estimating
dimension is straightforward. For documentation, see the
vignette in the package. With version 3.0.4, the arguments for
dr.step have been modified.
