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SEPaLS  

Shrinkage for Extreme Partial Least-Squares (SEPaLS)
View on CRAN: Click here


Download and install SEPaLS package within the R console
Install from CRAN:
install.packages("SEPaLS")

Install from Github:
library("remotes")
install_github("cran/SEPaLS")

Install by package version:
library("remotes")
install_version("SEPaLS", "0.1.0")



Attach the package and use:
library("SEPaLS")
Maintained by
Hadrien Lorenzo
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-10-24
Latest Update: 2023-10-24
Description:
Regression context for the Partial Least Squares framework for Extreme values. Estimations of the Shrinkage for Extreme Partial Least-Squares (SEPaLS) estimators, an adaptation of the original Partial Least Squares (PLS) method tailored to the extreme-value framework. The SEPaLS project is a joint work by Stephane Girard, Hadrien Lorenzo and Julyan Arbel. R code to replicate the results of the paper is available at . Extremes within PLS was already studied by one of the authors, see M Bousebeta, G Enjolras, S Girard (2023) .
How to cite:
Hadrien Lorenzo (2023). SEPaLS: Shrinkage for Extreme Partial Least-Squares (SEPaLS). R package version 0.1.0, https://cran.r-project.org/web/packages/SEPaLS. Accessed 07 Nov. 2024.
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