This package implements sufficient principal component regression. The name derives from the fact that "row-sparse" principal components imply variable selection in PCR. Thus, we first implement an approximate version of Fantope Projection and Selection (FPS, see documentation) before performing additional variable selection and regression.
Package details |
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Maintainer | |
License | MIT + file LICENSE |
Version | 0.1.0 |
URL | https://dajmcdon.github.io/suffpcr/ |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
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