Learn R Programming

⚠️There's a newer version (3.1.0) of this package.Take me there.

SCGLR (version 1.1)

Supervised Component Generalized Linear Regression (SCGLR)

Description

SCGLR extends the Fisher Scoring Algorithm so as to combine PLS regression with GLM estimation in the multivariate context.

Copy Link

Version

Install

install.packages('SCGLR')

Monthly Downloads

208

Version

1.1

License

CeCILL-2

Maintainer

Guillaume Cornu

Last Published

August 1st, 2013

Functions in SCGLR (1.1)

barplot.SCGLR

barplot
plot.SCGLR

SCGLR generic plot
f2x

Regression coefficients conversion
wtScale

weighted scale functions
metric

Function that computes M^(-1/2)
oneComponent

Function that calculates the current scglr-component
summary.SCGLR

Summary
kComponents

Estimation algorithm for K components
genus

This is the data to be included into the package
infoCriterion

Function that calculates cross-validation selection criteria
multivariateGlm

Multivariate generalized linear regression
multivariateFormula

Formula construction
pairs.SCGLR

pairs
wtCenter

utils functions
scglr

Function that fits the scglr model
multivariateGlm.fit

Multivariate generalized linear regression
scglrCrossVal

Function that fits and selects the number of component by cross-validation
metricBloc

Function that computes a submatrix of metric M^(-1/2)
critConvergence

Auxiliary function tuning the convergence of scglr
print.SCGLR

Print
multivariatePredictGlm

Function that predicts the responses from the covariates for a new sample