A new package ppls is now available on CRAN.
The ppls package implements penalized Partial Leasts Squares (PLS). In a
nutshell, supervised dimensionality reduction via PLS is combined with
penalization techniques. Features of the package include
* estimation of linear regression models with penalized PLS,
* estimation of generalized additive models with penalized PLS based on
splines transformations,
* model selection for both methods based on cross validation.
For more information on penalized PLS, see
http://ml.cs.tu-berlin.de/~nkraemer/papers/preprint_penalizedPLS.pdf
Please send an email to nkraemer at cs dot tu-berlin dot de for any
comments, suggestions, or reports on bugs.
Regards,
Nicole & Anne-Laure
--
Dr. Nicole Kr?mer
TU Berlin
Machine Learning/Intelligent Data Analysis fon: (+49) 30 314 78627
Franklinstr. 28/29, 10587 Berlin, Germany fax: (+49) 30 314 78622
web: http://ml.cs.tu-berlin.de/~nkraemer
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