Title: Shrinkage for Extreme Partial Least-Squares (SEPaLS)
Package: SEPaLS
Date: 2023-10-11
Type: Package
Version: 0.1.0
Authors@R: c(person("Stephane", "Girard", role = "aut"),
             person("Julyan", "Arbel", role = c("aut")),
             person("Hadrien", "Lorenzo", role = c("aut","cre","cph"),
             email = "hadrien.lorenzo@univ-amu.fr"))
Description: 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>.
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.2.0
Repository: https://hlorenzo.r-universe.dev
Date/Publication: 2023-10-31 09:54:27 UTC
RemoteUrl: https://github.com/hlorenzo/sepals
RemoteRef: HEAD
RemoteSha: 6978cbd38271da5c2c9d16eb24f3f5aea2c35ead
NeedsCompilation: no
Packaged: 2026-06-18 10:10:15 UTC; root
Author: Stephane Girard [aut],
  Julyan Arbel [aut],
  Hadrien Lorenzo [aut, cre, cph]
Maintainer: Hadrien Lorenzo <hadrien.lorenzo@univ-amu.fr>
Depends: R (>= 3.5.0)