RSiteSearch("interval pls") produced 7 hits for me just now. I
didn't study all of them carefully, but I doubt if any one of them have
exactly what you want. One could also search for "pls with ordered
factors", but I didn't try that.
However, I doubt if it would be excessively difficult to write a
wrapper for appropriate functions in the 'pls' packages to do what you
want. With the 'interval' variables as a potentially explanatory
variable rather than a response variable, one could start by replacing
ordered factors by contrasts, then adjusting the coding for intermediate
levels iteratively until either (a) intermediate levels were collapsed
because the model would otherwise reverse them or (b) the coefficients
of nonlinear terms were all zero. Something similar could be done if an
'interval' variable was a response variable, with the goal of maximizing
R2.
Something similar could be done using the 'sem' package, but the
'sem' function seems to require a moment or covariance matrix as an
input, which might make the wrapper somewhat more complex, I think.
With 'sem' one could adjust the levels for an ordered response variable
to minimize BIC, rather than maximizing R2. This latter seems to me to
be somewhat more satisfying and solid theoretically, but others may not
agree.
Of course, whatever I did in this regard, I'd want to also
accompany the effort with a more careful literature search.
Hope this helps.
Spencer Graves
Dirk De Becker wrote:> Hey R-helpers,
>
> Does anybody know of an implementation of interval PLS in R?
>
> Thx,
>
> Dirk
>
>