This software, 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.
Based on the papers
Semi-supervised methods for predicting patient survival from gene expression papers (Bair, Tibshirani) PLOS
Prediction by supervised principal components (Bair, Hastie, Paul, Tibshirani) Stanford tech report
mpeg movie illustrating supervised principal components .
[Can be viewed with any mpeg viewer: Quicktime is best, as it allows you to
run the movie in manual steps.]
description of the movie
Available on CRAN and github
Lymphoma data used in PLOS paper