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SISIR is an R package designed to
handle function data (e.g., curved sampled on a discrete time grid).
Implemented methods can perform interval fusion and selection procedures
in regression models with functional inputs. They 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.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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