dajmcdon/suffpcr: Sufficient Principal Component Regression

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.

Getting started

Package details

Maintainer
LicenseMIT + file LICENSE
Version0.1.0
URL https://dajmcdon.github.io/suffpcr/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("dajmcdon/suffpcr")
dajmcdon/suffpcr documentation built on March 31, 2022, 3:22 a.m.