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SEPaLS

0.1.0

Shrinkage for Extreme Partial Least-Squares (SEPaLS)

0packages depend
2.1Kdownloads / year
test coverage
12/13checks pass

Overview

About
Maintained by Hadrien LorenzoFirst published 2023-10-241 releasesCRAN page ↗

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.

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Health

CRAN checks
1NOTE12OK
Failing flavors
  • NOTE r-devel-linux-x86_64-debian-gcc
Slowest check: 39 s · r-devel-windows-x86_64
Code health
None
Tests · ratio 0.00
not tracked
Coverage
100%
Documentation · exports
0
Dependencies · direct
Check history
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-03-10
    14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMEYes · 56 wordsVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
100%
Return-value docs
100%
References docs
0%

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Dependencies

Declared dependencies
0 external dependencies (excludes base and recommended)
Depends (1)
R >= 3.5.0
Imports (0)
none
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
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0indirect

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Code & Tests

People & History

People (3)
Maintainer (1)
Author, Maintainer, Copyright holder
Authors (3)
Author, Maintainer, Copyright holder
Copyright holders (1)
Author, Maintainer, Copyright holder
Package Timeline

1 release. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 0.1.0Latest
    2026-03-10 · current release
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2023-10-24
Total releases
1 / 3 yrs
License
MIT + file LICENSE OSI
Minimum R
≥ 3.5.0
Bundled data
278 KB / 1 file
Download size
282 KB
Installed size
not tracked yet
With dependencies
not tracked yet
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