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.

Last 30 days

This package has been downloaded 182 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 7 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 2,393 times in the last 365 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The day with the most downloads was Sep 11, 2024 with 22 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.