SuperPC, written in the R language, does prediction for a censored survival outcome, or a regression outcome, using the “supervised principal component” approach. It is especially useful when the number of features p is >> n, the number of samples, for example in microarray studies.
- R package
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PLoS Biol. 2004 Apr;2(4):E108. Epub 2004 Apr 13.
Semi-supervised methods to predict patient survival from gene expression data.
Bair E, Tibshirani R.