## ----setup, include=FALSE-----------------------------------------------------
knitr::opts_chunk$set(collapse = TRUE, comment = "#>")

## -----------------------------------------------------------------------------
library(risdr)

sim <- simulate_risdr_data(
  n = 150,
  p = 18,
  d = 2,
  rho = 0.6,
  seed = 8101
)

fit <- fit_risdr(
  sim$X,
  sim$y,
  sdr_method = "dr",
  cov_method = "oas",
  d_max = 6,
  selector = "cicomp"
)

fit$d_table
fit$d

## -----------------------------------------------------------------------------
criterion_weights(fit$d_table, criterion = "CICOMP")

## -----------------------------------------------------------------------------
cv <- select_dimension_cv(
  sim$X,
  sim$y,
  sdr_method = "dr",
  cov_method = "oas",
  d_max = 5,
  v = 5,
  metric = "RMSE",
  seed = 8101
)

cv$selected_d
cv$cv_table

## -----------------------------------------------------------------------------
cv_icomp <- select_dimension_cv_icomp(
  sim$X,
  sim$y,
  sdr_method = "dr",
  cov_method = "oas",
  d_max = 5,
  v = 5,
  lambda = 1,
  seed = 8101
)

cv_icomp$cv_table
cv_icomp[c(
  "selected_d_rmse",
  "selected_d_cvbic",
  "selected_d_cvcaic",
  "selected_d_cvcicomp"
)]

## -----------------------------------------------------------------------------
ladle <- select_dimension_ladle(
  sim$X,
  sim$y,
  sdr_method = "dr",
  cov_method = "oas",
  d_max = 4,
  B = 20,
  seed = 8101
)

ladle$selected_d
ladle$ladle_table