R: Shrinkage Principal Fitted Components with Information Complexity-Based Model Selection

# Shrinkage Principal Fitted Components with Information Complexity-Based Model Selection

## 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