Description:

This package contains functions to estimate linear and nonlinear regression methods with Penalized Partial Least Squares. Partial Leasts Squares (PLS) is a regression method that constructs latent components Xw from the data X with maximal covariance to a response y. The components are then used in a least-squares fit instead of X. For a quadratic penalty term on w, Penalized Partial Least Squares constructs latent components that maximize the penalized covariance. Applications include the estimation of generalized additive models and functional data.

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, download the file preprint_penalizedPLS.pdf.

Please send an email to nkraemer at cs dot tu-berlin dot de for any comments, suggestions, or reports on bugs.

If you want to cite this package, please use the following bib-tex entry.

@Manual{KraBou07,

title = {ppls: Penalized Partial Least Squares},

author = {Nicole Kraemer and Anne-Laure Boulesteix},

year = {2007},

note = {R package version 1.0},

}

Changes to previous version:

Initial Announcement on mloss.org.

BibTeX Entry: Download

Corresponding Paper BibTeX Entry: Download

Supported Operating Systems: Linux, Macosx, Windows

Data Formats: None

Tags: Kernel, R, Regression

Archive: download here

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