A new package ppls is now available on CRAN. The ppls package implements penalized Partial Leasts Squares (PLS). In a nutshell, supervised dimensionality reduction via PLS is combined with penalization techniques. Features of the package include
* estimation of linear regression models with penalized PLS, * estimation of generalized additive models with penalized PLS based on splines transformations, * model selection for both methods based on cross validation. For more information on penalized PLS, see http://ml.cs.tu-berlin.de/~nkraemer/papers/preprint_penalizedPLS.pdf Please send an email to nkraemer at cs dot tu-berlin dot de for any comments, suggestions, or reports on bugs. Regards, Nicole & Anne-Laure -- Dr. Nicole Krämer TU Berlin Machine Learning/Intelligent Data Analysis fon: (+49) 30 314 78627 Franklinstr. 28/29, 10587 Berlin, Germany fax: (+49) 30 314 78622 web: http://ml.cs.tu-berlin.de/~nkraemer _______________________________________________ R-packages mailing list [EMAIL PROTECTED] https://stat.ethz.ch/mailman/listinfo/r-packages ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.