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.
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
