msir (version 1.1)

msir.dir: Model-based Sliced Inverse Regression directions

Description

MSIR estimates a set of up to $p$ orthogonal direction vectors each of length $p$, the first $d$ of which are estimates of the basis of the dimensional reduction subspace.

Usage

msir.dir(object, numdir = object$numdir)

Arguments

object

a 'msir' object

numdir

the number of basis vectors to return.

Value

• The function returns the estimated directions in the original $n$ dimensional space for plotting.

References

Scrucca, L. (2011) Model-based SIR for dimension reduction. Computational Statistics and Data Analysis, 55(11), 3010-3026.

See Also

{msir}

Examples

# 1-dimensional simple regression
n = 200; p = 5
b = as.matrix(c(1,-1,rep(0,p-2)))
x = mvrnorm(n, rep(0,p), diag(p))
y = exp(0.5 * x%*%b) + 0.1*rnorm(n)
MSIR = msir(x, y)
msir.dir(MSIR, numdir = 1)