Package: SIRthresholded 1.0.2

How SIR and SIR thresholded works | The semi-parametric model | The SIR method | Variable selection by soft or hard thresholding | Overview of the package | SIR function | SIR_bootstrap function | SIR_threshold function | SIR_threshold_opt function | SIR_threshold_bootstrap function | Example with simulated data | Generate the data | Create a SIR model | Use optimally thresholded SIR | Estimate a new SIR model on the relevant variables | SIR thresholded with a given $\lambda$ parameter | Test the robustness of the model with bootstrapping | Example with Wine dataset | The data | A first SIR model | Perform Bootstrap | Thresholding with a custom $\lambda$ | Estimate a SIR model on the relevant variables | Additional study | Concluding remarks | References