Estimating the Sufficient Dimension Reduction Subspaces in Time Series

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Documentation for package ‘sdrt’ version 1.0.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

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dist	Return the distance between two subspaces spanning by column space of matrices.
lynx	Canadian Lynx Data.
pd.boots	Select the model parameters using Fourier transformation method.
sdrt	Estimate the SDR subspaces for univariate time series data.
sigma_u	The tuning parameter for the estimation of the time series central mean subspace