[R] Partial Least Squares

Liaw, Andy andy_liaw at merck.com
Sat Aug 21 04:21:40 CEST 2004

> From: Spencer Graves
>       Did you "read the posting guide! 
> http://www.R-project.org/posting-guide.html"?  In particular, did you 
> try www.r-project.org -> search -> "R site search" for "partial least 
> squares"?  I just got 65 hits for "partial least squares".  Some were 
> not relevant, but many were.  I also got 9 hits for "nipals", all of 
> which seemed relevant. 
>       Also, have you considered "sem" (structural equation 
> modeling)?  
>  From what I've heard, partial least squares started out as a 
> solution 
> without a clear problem statement, i.e., an algorithm 
> claiming to solve 
> a problem but without a clear statement of a probability 
> model for which 
> their algorithm produced the (approximate) maximum likelihood or 
> Bayesian posterior mode.  Structural equation modeling, by contrast, 
> provides the model and problem statement that partial least squares 
> seems to try to solve.  I got this impression from reading the PLS 
> article in the Encyclopedia of Statistical Sciences. 

AFAIU the problem statement for PLS is not that different than that of
canonical correlations.  In fact some had criticized PLS as re-invention of
the canonical correlations.  It can also be seen as a regularized (thus
biased) regression fitting method.

As has been pointed out, the pls.pcr package on CRAN offers PLS (both De
Jong's SIMPLS and the `kernel PLS' algorithms).  There's also the gpls
package that combines PLS and the IWLS iterations in glm.

>       hope this helps.  spencer graves
> Lana Schaffer wrote:
> >Friends,
> >Is there a Partial Least Squares package implemented in R?
> >Thanks,
> >Lana 
> >
> >	[[alternative HTML version deleted]]
> >
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> >  
> >
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