orthoDr

Utilize an orthogonality constrained optimization algorithm of Wen & Yin (2013) to solve a variety of dimension reduction problems in the semiparametric framework, such as Ma & Zhu (2012) , Ma & Zhu (2013) , Sun, Zhu, Wang & Zeng (2019) and Zhou, Zhu & Zeng (2021) . The package also implements some existing dimension reduction methods such as hMave by Xia, Zhang, & Xu (2010) and partial SAVE by Feng, Wen & Zhu (2013) . It also serves as a general purpose optimization solver for problems with orthogonality constraints, i.e., in Stiefel manifold. Parallel computing for approximating the gradient is enabled through 'OpenMP'.

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