sliced API

Major classes are sir.SlicedInverseRegression and save.SlicedAverageVarianceEstimation.

Transformers

sir.SlicedInverseRegression([n_directions, …]) Sliced Inverse Regression (SIR) [1]
save.SlicedAverageVarianceEstimation([…]) Sliced Average Variance Estimation (SAVE) [1]

Datasets

Datasets used in the examples as well as to test the algorithms are contained in the datasets module.

datasets.make_cubic([n_samples, n_features, …]) Generates a dataset with a cubic response curve.
datasets.make_quadratic([n_samples, …]) Generates a dataset with a quadratic response curve.
datasets.make_polynomial([n_samples, …]) Generates a dataset with a polynomial response curve that combines a quadratic and cubic response.

Utilities

base.grouped_sum(array, groups) Sums an array by groups.
base.slice_y(y[, n_slices]) Determine non-overlapping slices based on the target variable, y.