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Does prediction in the case of a censored survival outcome, or a regression outcome, using the "supervised principal component" approach. 'Superpc' is especially useful for high-dimensional data when the number of features p dominates the number of samples n (p >> n paradigm), as generated, for instance, by high-throughput technologies.
| Citation | superpc citation info |
| www-stat.stanford.edu/~tibs/superpc | |
| github.com/jedazard/superpc |
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