plsdof: Degrees of Freedom and Statistical Inference for Partial Least Squares Regression

The plsdof package provides Degrees of Freedom estimates for Partial Least Squares (PLS) Regression. Model selection for PLS is based on various information criteria (aic, bic, gmdl) or on cross-validation. Estimates for the mean and covariance of the PLS regression coefficients are available. They allow the construction of approximate confidence intervals and the application of test procedures (Kramer and Sugiyama 2012 <doi:10.1198/jasa.2011.tm10107>). Further, cross-validation procedures for Ridge Regression and Principal Components Regression are available.

Package details

AuthorNicole Kraemer, Mikio L. Braun
MaintainerFrederic Bertrand <frederic.bertrand@utt.fr>
LicenseGPL (>= 2)
Version0.3-2
URL https://github.com/fbertran/plsdof/ https://fbertran.github.io/plsdof/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("plsdof")

Try the plsdof package in your browser

Any scripts or data that you put into this service are public.

plsdof documentation built on Dec. 1, 2022, 1:13 a.m.