High-Dimensional Principal Fitted Components and Abundant Regression

Fit and predict with the high-dimensional principal fitted components model. This model is described by Cook, Forzani, and Rothman (2012) .


Reference manual

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1.2 by Adam J. Rothman, 15 days ago

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

Authors: Adam J. Rothman

Documentation:   PDF Manual  

GPL-2 license

Depends on glasso

See at CRAN