SparseEnv

Guangyu Zhu, Zhihua Su
Last updated on Nov 2, 2023
Code

Overview

SparseEnv is a versatile statistical tool that implements advanced techniques from two influential papers:

  1. Su, Z., Zhu, G., Chen, X., & Yang, Y. (2016). Sparse envelope model: efficient estimation and response variable selection in multivariate linear regression. Biometrika, 103(3), 579-593. link
  2. Guangyu Zhu. Zhihua Su. (2020) “Envelope-based sparse partial least squares.” Ann. Statist. 48 (1) 161 - 182. link

These papers provide the theoretical foundation for SparseEnv, which bridges theory and practice, offering a comprehensive framework for efficient estimation and response variable selection in multivariate linear regression.

Installation 

devtools::install_github('guang-yu-zhu/SparseEnv')
Feature Selection