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# CITATION.cff file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "sdim" in publications use:'
type: software
license: MIT
title: 'sdim: Supervised Dimension Reduction for Forecasting'
version: 0.1.0.9000
doi: 10.32614/CRAN.package.sdim
abstract: '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) <https://doi.org/10.1287/mnsc.2021.4020>,
  the reduced-rank approach (RRA) of He, Huang, Li, and Zhou (2023) <https://doi.org/10.1287/mnsc.2022.4563>,
  and Instrumented PCA (IPCA) of Kelly, Pruitt, and Su (2019) <https://doi.org/10.1016/j.jfineco.2019.05.001>.'
authors:
- family-names: Cabrera
  given-names: Gabriel
  email: gabriel.cabrera.guz@gmail.com
  orcid: https://orcid.org/0000-0001-8803-2338
repository: https://gabbocg.r-universe.dev
repository-code: https://github.com/gabbocg/sdim
commit: 2a12ce9f88c904b714bcc7a59a4f56721398c44c
url: https://gabbocg.github.io/sdim/
date-released: '2026-07-11'
contact:
- family-names: Cabrera
  given-names: Gabriel
  email: gabriel.cabrera.guz@gmail.com
  orcid: https://orcid.org/0000-0001-8803-2338