Shrinkage for Extreme Partial Least-Squares (SEPaLS) R package SEPaLS version 0.1.0 Regression context for the Partial Least Squares framework for Extreme values. Estimations of the Shrinkage for Extreme Partial Least-Squares (SEPaLS) estimators, an adaptation of the original Partial Least Squares (PLS) method tailored to the extreme-value framework. The SEPaLS project is a joint work by Stephane Girard, Hadrien Lorenzo and Julyan Arbel. R code to replicate the results of the paper is available at <https://github.com/hlorenzo/SEPaLS_simus>. Extremes within PLS was already studied by one of the authors, see M Bousebeta, G Enjolras, S Girard (2023) <doi:10.1016/j.jmva.2022.105101>. Software Depends: R (>= 3.5.0) Hadrien Lorenzo <hadrien.lorenzo@univ-amu.fr> Comprehensive R Archive Network (CRAN) Stephane Girard [aut], Julyan Arbel [aut], Hadrien Lorenzo [aut, cre, cph] MIT + file LICENSE (https://CRAN.R-project.org/package=SEPaLS/LICENSE) 2023-10-24 application/tgz https://CRAN.R-project.org/package=SEPaLS doi:10.32614/CRAN.package.SEPaLS