[R] package pls

tsn4867 tsn4867 at rice.edu
Thu Oct 30 17:26:01 CET 2008

    For the package "pls", I need to understand the algorithm for 
"simpls.fit" for Partial Least Squares. I'm not sure if simpls.fit tries 
to find the weight vectors (loadings) to maximize which of the two:  
Cov(Xw, y) or maximize Cov^2(Xw,y)? Are these objective functions 
equivalent? (in some texts, they use the first and in other texts, they 
use the second obj. function.). I think the algorithm for simpls.fit is 
using Cov(Xw,y).
     Also, can you give me some references where they state the 
equivalency of the two obj. functions?
Thank you,
Tuan Nguyen.

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