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. Further, cross-validation procedures for Ridge Regression and Principal Components Regression are available.

Package details

AuthorNicole Kraemer, Mikio L. Braun
MaintainerFrederic Bertrand <[email protected]>
LicenseGPL (>= 2)
Version0.2-9
URL https://github.com/fbertran/plsdof
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("plsdof")

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plsdof documentation built on Feb. 1, 2019, 1:05 a.m.