Principal Component Regression R Package. It can predict a censored survival outcome or a quantitative outcome. 2 R topics documented.
As you can easily notice the core idea of PCR is very closely. The principal components of the cross product of the independent variables are obtained and classical regression is performed. Pls is an R package implementing partial least squares regression PLSR and principal component regression PCR.
As you can easily notice the core idea of PCR is very closely.
The regression weights are found from the inverse of the correlation matrix times the component. There are multiple advantages in using Principal Component Regression such as Dimensionality reduction and. A matrix with the predictor variables they have to be continuous. In this tutorial youll discover PCA in R.