PCovR: Principal Covariates Regression

Analyzing regression data with many and/or highly collinear predictor variables, by simultaneously reducing the predictor variables to a limited number of components and regressing the criterion variables on these components (de Jong S. & Kiers H. A. L. (1992) <doi:10.1016/0169-7439(92)80100-I>). Several rotation and model selection options are provided.

Package details

AuthorMarlies Vervloet [aut, cre], Henk Kiers [aut], Eva Ceulemans [ctb]
MaintainerKristof Meers <kristof.meers+cran@kuleuven.be>
LicenseGPL (>= 2)
Version2.7.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("PCovR")

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PCovR documentation built on Oct. 26, 2023, 9:06 a.m.