Package: sdim
Type: Package
Title: An R Package for Supervised Dimension Reduction
Version: 0.1.0
Authors@R: c(
    person("Gabriel", "Cabrera",
           email = "gabriel.cabrera.guz@gmail.com",
           role = c("aut", "cre"),
           comment = c(ORCID = "0000-0001-8803-2338"))
  )
Description: Implements five factor extraction methods for asset pricing and
    macroeconomic forecasting: principal component analysis (PCA), partial
    least squares (PLS), scaled PCA (sPCA) of Huang, Jiang, Li, Tong, and
    Zhou (2022) <doi:10.1287/mnsc.2021.4020>, the reduced-rank approach
    (RRA) of He, Huang, Li, and Zhou (2023) <doi:10.1287/mnsc.2022.4563>,
    and Instrumented PCA (IPCA) of Kelly, Pruitt, and Su (2019)
    <doi:10.1016/j.jfineco.2019.05.001>.
URL: https://gabbocg.github.io/sdim/, https://github.com/gabbocg/sdim
BugReports: https://github.com/gabbocg/sdim/issues
License: MIT + file LICENSE
Encoding: UTF-8
Language: en-GB
LazyData: true
Depends: R (>= 4.1.0)
Imports: stats, graphics, Rcpp
LinkingTo: Rcpp, RcppArmadillo
Suggests: frenchdata, knitr, readxl, rmarkdown, testthat (>= 3.0.0)
VignetteBuilder: knitr
RoxygenNote: 7.3.2
Config/testthat/edition: 3
NeedsCompilation: yes
Packaged: 2026-07-04 14:44:15 UTC; gabbocg
Author: Gabriel Cabrera [aut, cre] (ORCID:
    <https://orcid.org/0000-0001-8803-2338>)
Maintainer: Gabriel Cabrera <gabriel.cabrera.guz@gmail.com>
Repository: CRAN
Date/Publication: 2026-07-11 08:30:02 UTC
Built: R 4.5.3; x86_64-w64-mingw32; 2026-08-25 23:38:40 UTC; windows
Archs: x64
