psvmSDR

A unified and user-friendly framework for applying the principal sufficient dimension reduction methods for both linear and nonlinear cases. The package has an extendable power by varying loss functions for the support vector machine, even for an user-defined arbitrary function, unless those are convex and differentiable everywhere over the support Li et al. (2011). Also, it provides a real-time sufficient dimension reduction update procedure using the principal least squares support vector machine Artemiou et al. (2021).

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