plsdof-package: Degrees of Freedom and Confidence Intervals for Partial Least Squares Regression
Description
The plsdof provides Degrees of Freedom estimates and confidence intervals for Partial Least Squares Regression. The package also allows model selection based on various information criteria (aic, bic, gmdl) and based on cross-validation.
Kraemer, N., Sugiyama M. (2010). "The Degrees of Freedom of Partial Least Squares Regression". preprint, http://arxiv.org/abs/1002.4112
Kraemer, N., Braun, M.L. (2007) "Kernelizing PLS, Degrees of Freedom, and Efficient Model Selection", Proceedings of the 24th International Conference on Machine Learning, Omni Press, 441 - 448