Sparse Partial Least Sqaures (SPLS) Regression


SOFTWARES

Download the 'spls' package: CRAN

Vignette

See also: 'caret' package


REFERENCES

Chung, Dongjun and Sunduz Keles (2009).
“Sparse Partial Least Squares Classification for High Dimensional Data.” (submitted)

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

Chun, Hyonho and Sunduz Keles (2009). "Sparse partial least squares
for simultaneous dimension reduction and variable selection".
Journal of Royal Statistical Society, Series B. (in press)