Sliced Inverse Regression (SIR) is a supervised linear dimension reduction technique.
Unlike engineering-driven methods, SIR takes a concept of *central subspace*, where
conditional independence after projection is guaranteed. It first divides the range of
response variable. Projection vectors are extracted where projected data best explains response variable.

```
do.sir(
X,
response,
ndim = 2,
h = max(2, round(nrow(X)/5)),
preprocess = c("center", "scale", "cscale", "decorrelate", "whiten")
)
```

## Arguments

- X
an \((n\times p)\) matrix or data frame whose rows are observations
and columns represent independent variables.

- response
a length-\(n\) vector of response variable.

- ndim
an integer-valued target dimension.

- h
the number of slices to divide the range of response vector.

- preprocess
an additional option for preprocessing the data.
Default is "center". See also `aux.preprocess`

for more details.

## Value

a named list containing

- Y
an \((n\times ndim)\) matrix whose rows are embedded observations.

- trfinfo
a list containing information for out-of-sample prediction.

- projection
a \((p\times ndim)\) whose columns are basis for projection.

## References

Li K (1991).
“Sliced Inverse Regression for Dimension Reduction.”
*Journal of the American Statistical Association*, **86**(414), 316.

## Examples

```
## generate swiss roll with auxiliary dimensions
## it follows reference example from LSIR paper.
set.seed(100)
n = 50
theta = runif(n)
h = runif(n)
t = (1+2*theta)*(3*pi/2)
X = array(0,c(n,10))
X[,1] = t*cos(t)
X[,2] = 21*h
X[,3] = t*sin(t)
X[,4:10] = matrix(runif(7*n), nrow=n)
## corresponding response vector
y = sin(5*pi*theta)+(runif(n)*sqrt(0.1))
## try with different numbers of slices
out1 = do.sir(X, y, h=2)
out2 = do.sir(X, y, h=5)
out3 = do.sir(X, y, h=10)
## visualize
opar <- par(no.readonly=TRUE)
par(mfrow=c(1,3))
plot(out1$Y, main="SIR::2 slices")
plot(out2$Y, main="SIR::5 slices")
plot(out3$Y, main="SIR::10 slices")
par(opar)
```