{ "_id": "6a1ef578b401979e73416cfc", "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\"),\nperson(\"Julyan\", \"Arbel\", role = c(\"aut\")),\nperson(\"Hadrien\", \"Lorenzo\", role = c(\"aut\",\"cre\",\"cph\"),\nemail = \"hadrien.lorenzo@univ-amu.fr\"))", "Description": "Regression context for the Partial Least Squares framework\nfor Extreme values. Estimations of the Shrinkage for Extreme\nPartial Least-Squares (SEPaLS) estimators, an adaptation of the\noriginal Partial Least Squares (PLS) method tailored to the\nextreme-value framework. The SEPaLS project is a joint work by\nStephane Girard, Hadrien Lorenzo and Julyan Arbel. R code to\nreplicate the results of the paper is available at\n. 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