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chemometrics
2008 Oct 30
1
package pls
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.