CRAN status

The goal of orthoDr is to use an orthogonality constrained optimization algorithm to solve a variety of dimension reduction problems in the semiparametric framework.


You can install the released version of orthoDr from CRAN with:


Implemented Methods

This package implements the orthogonality constrained (Stiefel manifold) optimization approach proposed by Wen & Yin (2013). A drop-in solver ortho_optim() works just the same as the optim() function. Relying on this optimization approach, we also implemented a collection of dimension reduction models for survival analysis, regression, and personalized medicine.

We also implemented several methods and functions for comparison, testing and utilization purposes