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

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0.5.0 by Dabao Zhang, a year 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