[R] package pls

tsn4867
2008-10-30T16:26:01Z

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.