logisticSPCA

Supervised PCA is a technique first pulished by Bair et al. (2006). The technique was first formulated for linear regression. This package extend the method to support the generalized linear model. It was first used with logistic regression for the thesis of Kampakis (2015), hence the name logisticSPCA.

References

Kampakis, S. (2015), Predictive modelling of football injuries, PhD Thesis, University College London

Bair, E., Hastie, T., Paul, D., & Tibshirani, R. (2006). Prediction by supervised principal components. Journal of the American Statistical Association, 101(473).