V

variable selection

This project is the source repository of the CRAN package 'SISIR' https://cran.r-project.org/package=SISIR.

This package can perform interval fusion and selection procedures in regression models with functional inputs. Implemented methods include a semiparametric approach based on Sliced Inverse Regression (SIR), as described in doi:10.1007/s11222-018-9806-6 (standard ridge and sparse SIR are also included in the package) and a random forest based approach, as described in doi:10.1002/sam.11705.