abundant-package {abundant}R Documentation

Abundant regression and high-dimensional principal fitted components

Description

Fit and predict with the high-dimensional principal fitted components model.

Details

The main functions are fit.pfc, pred.response.

Author(s)

Adam J. Rothman

Maintainer: Adam J. Rothman <arothman@umn.edu>

References

Cook, R. D., Forzani, L., and Rothman, A. J. (2012). Estimating sufficient reductions of the predictors in abundant high-dimensional regressions. Annals of Statistics 40(1), 353-384.


[Package abundant version 1.2 Index]