Sparse Partial Least Sqaures (SPLS) Regression


SOFTWARES

Download the 'spls' package: CRAN

Vignette

In views: CRAN: Chemometrics and Computational Physics

Reverse suggests: 'caret' package, 'SuperLearner' package


REFERENCES

Chung, Dongjun and Sunduz Keles (2010).
“Sparse Partial Least Squares Classification for High Dimensional Data.”
Statistical Applications in Genetics and Molecular Biology, Vol. 9, Article 17.

Chun, Hyonho and Sunduz Keles (2010). "Sparse partial least squares
for simultaneous dimension reduction and variable selection".
Journal of the Royal Statistical Society, Series B , Vol. 72, p. 3-25.

Chun, Hyonho and Sunduz Keles (2009). "Expression quantitative trait loci mapping
with multivariate sparse partial least squares regression". Genetics, Vol. 182, p. 79-90.