plsRcox

Provides Partial least squares Regression and various regular, sparse or kernel, techniques for fitting Cox models in high dimensional settings doi:10.1093/bioinformatics/btu660, Bastien, P., Bertrand, F., Meyer N., Maumy-Bertrand, M. (2015), Deviance residuals-based sparse PLS and sparse kernel PLS regression for censored data, Bioinformatics, 31(3):397-404. Cross validation criteria were studied in , Bertrand, F., Bastien, Ph. and Maumy-Bertrand, M. (2018), Cross validating extensions of kernel, sparse or regular partial least squares regression models to censored data.