tpcr (Targeted Principal Components Regression)

A package for fitting a multivariate principal components regression by maximizing a jointly normal (pseudo-)likelihood.

Installation

tpcr can be installed using the devtools package:

install.packages("devtools")
devtools::install_github("koekvall/tpcr")

Citation

The corresponding paper is on arXiv.

A bibtex entry is

@misc{ekvall2021targeted, title={Targeted Principal Components Regression}, author={Karl Oskar Ekvall}, year={2021}, eprint={2004.14009}, archivePrefix={arXiv}, primaryClass={stat.ME} }