An ADMM-FT-IRE package
Project description
Description
This is a ADMM-FTIRE package for the submitted paper "Sufficient Dimension Reduction in Ultrahigh Dimension with Fourier Transform".
Installation
pip install ADMMFTIRE
Example
import FTIRE
from FTIRE import *
X = genxy.generateX(100, 50, 0)
y, d, q, b = genxy.generateY(X, 1)
B = ftire.CV(X, y, d, 30, "ft")
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