Title: Shrinkage for Extreme Partial Least-Squares (SEPaLS)
Package: SEPaLS
Date: 2023-10-11
Type: Package
Version: 0.1.0
Authors@R: c(person("Stephane", "Girard", role = "aut"),
             person("Julyan", "Arbel", role = c("aut")),
             person("Hadrien", "Lorenzo", role = c("aut","cre","cph"),
             email = "hadrien.lorenzo@univ-amu.fr"))
Description: Regression context for the Partial Least Squares framework for 
    Extreme values. Estimations of the Shrinkage for Extreme Partial Least-Squares 
    (SEPaLS) estimators, an adaptation of the original Partial Least Squares 
    (PLS) method tailored to the extreme-value framework.
    The SEPaLS project is a joint work by Stephane Girard, Hadrien Lorenzo and 
    Julyan Arbel.
    R code to replicate the results of the paper is available at 
    <https://github.com/hlorenzo/SEPaLS_simus>.
    Extremes within PLS was already studied by one of the authors, see M 
    Bousebeta, G Enjolras, S Girard (2023) <doi:10.1016/j.jmva.2022.105101>.
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.2.0
NeedsCompilation: no
Packaged: 2023-10-23 21:11:42 UTC; hlorenzo
Author: Stephane Girard [aut],
  Julyan Arbel [aut],
  Hadrien Lorenzo [aut, cre, cph]
Maintainer: Hadrien Lorenzo <hadrien.lorenzo@univ-amu.fr>
Depends: R (>= 3.5.0)
Repository: CRAN
Date/Publication: 2023-10-24 18:20:06 UTC
Built: R 4.6.0; ; 2026-04-25 22:15:47 UTC; unix
