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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
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[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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