[R] Incremental Sparse Bridge PLS algorithm (iSB-PLS)

thierrydb thierrydb at gmail.com
Fri Feb 3 11:12:13 CET 2012

I'm reading the paper "Predictive modeling with high-dimensional data
streams: an on-line variable selection approach", from McWilliams and
Montana, which introduces an interesting algorithm to dynamically select
variables  in high dimensional data streams. 

Does anyone know if this (or a similar approach) has been implemented in R? 

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