> 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. Best, Andy > 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]] > > > >______________________________________________ > >[EMAIL PROTECTED] mailing list > >https://stat.ethz.ch/mailman/listinfo/r-help > >PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > > > > > > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > > ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
