hlorenzo/ddsPLS: Data-Driven Sparse Partial Least Squares

A sparse Partial Least Squares implementation which uses soft-threshold estimation of the covariance matrices and therein introduces sparsity. Number of components and regularization coefficients are automatically set.

Getting started

Package details

AuthorHadrien Lorenzo
MaintainerHadrien Lorenzo <hadrien.lorenzo.2015@gmail.com>
LicenseMIT + file LICENSE
Version1.2.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("hlorenzo/ddsPLS")
hlorenzo/ddsPLS documentation built on June 10, 2025, 1 p.m.