MWPCR-with-R

We want to Implementation MWPCR(Multiscale Weighted Principal Component Regression) with R.Then,We finish a simple binary classification example (in the demo),and the data sets and result sets are in the data file.

Refer to the paper "MWPCR: Multiscale Weighted Principal Component Regression for High-dimensional Prediction" for more details about the methods and models.