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I'm looking for a PLS implementation for Wolfram Mathematica. I just can't seem to find any implementation for it - do you know one? In general, I'm a bit confused that there exist only so few third-party packages/libraries for Mathematica in general :(

For now I probably will just use RLink in Mathematica to be able to refer to the R package pls but a direct implementation in Mathematica would be nicer for debugging and testing purposes...

Thanks in advance.

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  • $\begingroup$ Is this different from "Partial Sum of Squares" reference.wolfram.com/language/RegressionCommon/ref/… $\endgroup$ – bill s Dec 4 '14 at 13:42
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    $\begingroup$ @bills yes: en.wikipedia.org/wiki/Partial_least_squares_regression $\endgroup$ – Oleksandr R. Dec 4 '14 at 14:14
  • $\begingroup$ well, the wiki page gives the algorithm and it looks straightforward. What have you tried? $\endgroup$ – george2079 Dec 5 '14 at 22:09
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    $\begingroup$ @george2079 I haven't tried anything because I thought there would exist an implementation somewhere and if you're completely new to mathematica, it's not that easy to implement it and I'm sure it'll be prone to errors... $\endgroup$ – tim Dec 8 '14 at 7:56
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    $\begingroup$ This would be a really nice application of NestList, if only I had time today. $\endgroup$ – Verbeia May 15 '15 at 2:27

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