[R] [R-pkgs] plsdof 0.2-3: Degrees of Freedom and Statistical Inference for Partial Least Squares
Nicole Krämer
kraemer at ma.tum.de
Thu Jul 26 13:24:56 CEST 2012
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
Krämer & 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 Krämer
Technische Universität München
Zentrum Mathematik
Lehrstuhl für 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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