Shrinkage Principal Fitted Components with Information Complexity-Based Model Selection

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Documentation for package ‘spfcICOMP’ version 0.1.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

benchmark_spfc	Benchmark SPFC Across Covariance Estimators
binary_classification_metrics	Compute Binary Classification Metrics
coef.spfc	Extract SPFC Fit from Complete Workflow
coef.spfc_fit	Extract SPFC Coefficients
compare_covariance_methods	Compare Covariance Estimators in SPFC
create_cv_folds	Create K-fold Cross-validation Folds
create_spfc_design_grid	Create an SPFC Simulation Design Grid
create_train_test_split	Create Train-test Split
cse	Convex Sum Covariance Estimator
estimate_covariance	Estimate a Regularised Covariance Matrix
evaluate_reduced_model	Evaluate a Reduced Model
evaluate_spfc_cv	Evaluate SPFC with K-fold Cross-validation
evaluate_spfc_train_test	Evaluate SPFC with Train-test Validation
fitted.spfc	Extract Reduced Scores from Complete Workflow
fitted.spfc_fit	Fitted SPFC Scores
fit_reduced_model	Fit Reduced Downstream Model
mec	Maximum Entropy Covariance Estimator
oas	Oracle Approximating Shrinkage-Type Covariance Estimator
plot_dimension_selection	Plot Dimension-Selection Criteria
plot_metric_by_covariance	Plot SPFC Simulation Metric by Covariance Method
plot_rmse_by_covariance	Plot RMSE by Covariance Method
plot_runtime_by_covariance	Plot Runtime by Covariance Method
plot_spfc_scores	Plot SPFC Reduced Scores
plot_subspace_distance_by_covariance	Plot Subspace Distance by Covariance Method
predict.ridge_logistic_fit	Predict from Ridge Logistic Regression
predict.spfc	Predict SPFC Scores from Complete Workflow
predict.spfc_fit	Predict SPFC Scores for New Data
predict_reduced_model	Predict from a Reduced Model Fit
print.spfc	Print Complete SPFC Workflow
print.spfc_benchmark	Print SPFC Benchmark
print.spfc_fit	Print an SPFC Fit
print.summary.spfc	Print Summary of Complete SPFC Workflow
print.summary.spfc_benchmark	Print Summary of SPFC Benchmark
print.summary.spfc_fit	Print Summary of an SPFC Fit
rank_covariance_methods	Rank Covariance Methods from Simulation Summaries
run_spfc_design	Run an SPFC Simulation Design
run_spfc_simulation	Run a Small SPFC Simulation Study
score_information_criteria	Score Information Criteria for a Reduced Model
sde	Stipulated Diagonal Covariance Estimator
simulate_spfc_binary	Simulate Binary High-Dimensional Classification Data
simulate_spfc_continuous	Simulate Continuous High-Dimensional PFC Data
spfc	Fit a Complete SPFC Workflow
spfc_fit	Fit Shrinkage Principal Fitted Components
spfc_select_dimension	Select Structural Dimension for SPFC
spfc_select_variables	Select Variables from SPFC Directions
sre	Stipulated Ridge Covariance Estimator
subspace_distance	Compute Subspace Distance
summarise_spfc_simulation	Summarise SPFC Simulation Results
summary.spfc	Summarise Complete SPFC Workflow
summary.spfc_benchmark	Summarise SPFC Benchmark
summary.spfc_fit	Summarise an SPFC Fit
variable_selection_metrics	Compute Variable-Selection Performance