Penalized Orthogonal-Components Regression

Penalized orthogonal-components regression (POCRE) is a supervised dimension reduction method for high-dimensional data. It sequentially constructs orthogonal components (with selected features) which are maximally correlated to the response residuals. POCRE can also construct common components for multiple responses and thus build up latent-variable models.


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Reference manual

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install.packages("POCRE")

0.5.0 by Dabao Zhang, 9 months ago


Browse source code at https://github.com/cran/POCRE


Authors: Dabao Zhang , Zhongli Jiang , Zeyu Zhang


Documentation:   PDF Manual  


GPL-2 license


Imports stats, utils, ggplot2, pracma, EbayesThresh


See at CRAN