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Penalized orthogonalcomponents regression (POCRE) is a supervised dimension reduction method for highdimensional data. It sequentially constructs orthogonal components (with selected features) which are maximally correlated to the response residuals. POCRE can also construct common components for multiple responses and thus build up latentvariable models.
Package details 


Author  Dabao Zhang, Zhongli Jiang, Zeyu Zhang 
Maintainer  Dabao Zhang <zhangdb@purdue.edu> 
License  GPL2 
Version  0.5.0 
Package repository  View on CRAN 
Installation 
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