I'm reading the paper "Predictive modeling with high-dimensional data streams: an on-line variable selection approach", from McWilliams and Montana, which introduces an interesting algorithm to dynamically select variables in high dimensional data streams.
Does anyone know if this (or a similar approach) has been implemented in R? -- View this message in context: http://r.789695.n4.nabble.com/Incremental-Sparse-Bridge-PLS-algorithm-iSB-PLS-tp4354182p4354182.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
