R packages - Jul 2012 - plsdof 0.2-3: Degrees of Freedom and Statistical Inference for Partial Least Squares

Dear R users,

we proudly announce the latest release of our R package plsdof:  Degrees
of Freedom and Statistical Inference for Partial Least Squares.

Features include:

* Degrees of Freedom estimates for Partial Least Squares (PLS) Regression
* Model selection for PLS based on various information criteria and on
cross-validation
* approximate confidence intervals  and significance tests for PLS
regression coefficients
* cross-validation for Ridge Regression and Principal Components Regression

All implemented methods are explained in detail in

Kr?mer & Sugiyama (2011)
The Degrees of Freedom of Partial Least Squares Regression
Journal of the American Statistical Association, 106 (494), 697 - 705
http://amstat.tandfonline.com/doi/abs/10.1198/jasa.2011.tm10107

Best regards,

Nicole & Mikio

-- 
Dr. Nicole Kr?mer
Technische Universit?t M?nchen
Zentrum Mathematik
Lehrstuhl f?r Mathematische Statistik
Boltzmannstr. 3 (postal address) / Parkring 13 (street address)
85748 Garching

Tel.: +49 89 289 17426
Fax.: +49 89 289 17435

http://www-m4.ma.tum.de/personen/mitarbeiter/nicole-kraemer/

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