plsRcox

Partial Least Squares Regression for Cox Models and Related Techniques

CRAN Package

Provides Partial least squares Regression and various regular, sparse or kernel, techniques for fitting Cox models in high dimensional settings doi:10.1093/bioinformatics/btu660, Bastien, P., Bertrand, F., Meyer N., Maumy-Bertrand, M. (2015), Deviance residuals-based sparse PLS and sparse kernel PLS regression for censored data, Bioinformatics, 31(3):397-404. Cross validation criteria were studied in doi:10.48550/arXiv.1810.02962, Bertrand, F., Bastien, Ph. and Maumy-Bertrand, M. (2018), Cross validating extensions of kernel, sparse or regular partial least squares regression models to censored data.


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