Package: SEPaLS 0.1.0

SEPaLS: Shrinkage for Extreme Partial Least-Squares (SEPaLS)

Regression context for the Partial Least Squares framework for Extreme values. Estimations of the Shrinkage for Extreme Partial Least-Squares (SEPaLS) estimators, an adaptation of the original Partial Least Squares (PLS) method tailored to the extreme-value framework. The SEPaLS project is a joint work by Stephane Girard, Hadrien Lorenzo and Julyan Arbel. R code to replicate the results of the paper is available at <https://github.com/hlorenzo/SEPaLS_simus>. Extremes within PLS was already studied by one of the authors, see M Bousebeta, G Enjolras, S Girard (2023) <doi:10.1016/j.jmva.2022.105101>.

Authors:Stephane Girard [aut], Julyan Arbel [aut], Hadrien Lorenzo [aut, cre, cph]

SEPaLS_0.1.0.tar.gz
SEPaLS_0.1.0.zip(r-4.5)SEPaLS_0.1.0.zip(r-4.4)SEPaLS_0.1.0.zip(r-4.3)
SEPaLS_0.1.0.tgz(r-4.4-any)SEPaLS_0.1.0.tgz(r-4.3-any)
SEPaLS_0.1.0.tar.gz(r-4.5-noble)SEPaLS_0.1.0.tar.gz(r-4.4-noble)
SEPaLS_0.1.0.tgz(r-4.4-emscripten)SEPaLS_0.1.0.tgz(r-4.3-emscripten)
SEPaLS.pdf |SEPaLS.html✨
SEPaLS/json (API)

Peer review:

Bug tracker:https://github.com/hlorenzo/sepals/issues

On CRAN:

3 exports 0.93 score 0 dependencies 247 downloads

Last updated 11 months agofrom:6978cbd382. Checks:OK: 1 NOTE: 6. Indexed: yes.

Exports:bootstrap.SEPaLSmaximum_Likelihood_SEPaLSSEPaLS

Dependencies: