plsdof

Degrees of Freedom and Statistical Inference for Partial Least Squares Regression

CRAN Package

The plsdof package provides Degrees of Freedom estimates for Partial Least Squares (PLS) Regression. Model selection for PLS is based on various information criteria (aic, bic, gmdl) or on cross-validation. Estimates for the mean and covariance of the PLS regression coefficients are available. They allow the construction of approximate confidence intervals and the application of test procedures (Kramer and Sugiyama 2012 doi:10.1198/jasa.2011.tm10107). Further, cross-validation procedures for Ridge Regression and Principal Components Regression are available.

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