ilovemaths/spfcICOMP: spfcICOMP0.1.0
spfcICOMP 0.1.0 This is the first CRAN release of spfcICOMP, an R package for shrinkage principal fitted components with information complexity-based model selection in high-dimensional regression and classification. Main capabilities Regularised covariance estimation using Oracle Approximating Shrinkage and Maximum En...