sdrt

1.0.0

Estimating the Sufficient Dimension Reduction Subspaces in Time Series

0packages depend

2.4Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Tharindu P. De AlwisFirst published 2024-03-281 releasesCRAN page ↗

The sdrt() function is designed for estimating subspaces for Sufficient Dimension Reduction (SDR) in time series, with a specific focus on the Time Series Central Mean subspace (TS-CMS). The package employs the Fourier transformation method proposed by Samadi and De Alwis (2023) <doi:10.48550/arXiv.2312.02110> and the Nadaraya-Watson kernel smoother method proposed by Park et al. (2009) <doi:10.1198/jcgs.2009.08076> for estimating the TS-CMS. The package provides tools for estimating distances between subspaces and includes functions for selecting model parameters using the Fourier transformation method.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("sdrt")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# one-time r2u setup for Ubuntu (noble)

curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash

# then install

sudo apt install r-cran-sdrt

Fast Ubuntu binaries via r2u (no compilation). Run the setup once per machine.

bspm (used by r2u) also needs make: sudo apt install make

sudo dnf copr enable iucar/cran

sudo dnf install R-CRAN-sdrt

RPMs from the iucar/cran COPR, rebuilt from CRAN.

sudo zypper install R-sdrt

RPMs auto-built from CRAN on openSUSE OBS.

Health

CRAN checks

13OK

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Yes

Vignettes

README

Dependencies · direct

Check history

OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

2.4K

CRAN downloads in the past year

Rank #18,127 · ~6/day · ~198/mo

27030 days

64690 days

2.4K1 year

Also on382 r2u8 autocran

Source & community

Repository stars, issues, and contributor activity are not tracked yet.

Dependencies

Declared dependencies

5 external dependencies (excludes base and recommended)

Depends (2)

R >= 3.5.0stats base

Imports (3)

psych tseries pracma

LinkingTo (0)

none

Suggests (2)

rmarkdown knitr

Enhances (0)

none

Reverse dependencies

0direct

–indirect (not tracked)

Nothing depends on this yet.

Code

1,915Lines of code

4Exported functions

Code & tests

Open call graph →

Code intelligence has not been computed for this package yet.

People & History

People (2)

Maintainer (1)

Tharindu P. De Alwis iD

Author, Maintainer

Authors (1)

S. Yaser Samadi iD

Contributor, Author

Release timeline

1 releases. Pick two to compare their code metrics; R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
1.0.0Latest
2026-03-10 · current release

Package metadata

First published: 2024-03-28
Total releases: 1 / 2 yrs
License: GPL-2 | GPL-3 OSI
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet