[R] package pls
tsn4867
tsn4867 at rice.edu
Thu Oct 30 17:26:01 CET 2008
Hi,
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.
More information about the R-help
mailing list