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.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


0.5.0 by Dabao Zhang, 4 years ago

Browse source code at

Authors: Dabao Zhang , Zhongli Jiang , Zeyu Zhang

Documentation:   PDF Manual  

GPL-2 license

Imports stats, utils, ggplot2, pracma, EbayesThresh

See at CRAN