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Hi, I am using the superpc package. By superpc.train (data, type="regression") I calculated the standardized regression coefficients for measuring the univariate effect of each feature on a continuous response y. By superpc.cv(compute.fullcv=TRUE, compute.preval=FALSE, n.components=3, n.fold=10) I used cross validation to estimate the optimal feature threshold and choose only those features whose univariate coefficient exceeds the threshold. To choose the best threshold I plotted the cross-validation curves by superpc.plotcv(cv.typ...