R codes

  1. sim-lasso: [R codes]

    P Zeng, T He, and Y Zhu (2012).
    A lasso-type approach for estimation and variable selection in single-index models.
    Journal of Computational and Graphical Statistics 21, 92--109.

  2. ITM for sufficient dimension reduction: [R codes]

    P Zeng and Y Zhu (2010).
    "An integral transform method for estimating the central mean and central subspaces".
    Journal of Multivariate Analysis 101, 271--290.

  3. Fourier methods for sufficient dimension reduction: [R codes, updated codes]

    Y Zhu and P Zeng (2006).
    "Fourier methods for estimating the central subspace and the central mean subspace in regression".
    Journal of the American Statistical Association 101, 1638--1651.

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