abundant (version 1.2)

abundant-package: Abundant regression and high-dimensional principal fitted components

Description

Fit and predict with the high-dimensional principal fitted components model.

Details

The main functions are fit.pfc, pred.response.

References

Cook, R. D., Forzani, L., and Rothman, A. J. (2012). Estimating sufficient reductions of the predictors in abundant high-dimensional regressions. Annals of Statistics 40(1), 353-384.