A new package `lspls' is now available on CRAN. It implements the
LS-PLS (least squares--partial least squares) regression method,
described in for instance
Jørgensen, K., Segtnan, V. H., Thyholt, K., Næs, T. (2004) A Comparison of
Methods for Analysing Regression Models with Both Spectral and Designed
Variables; Journal of Chemometrics 18(10), 451--464.
The current version of the package (0.1-0) should probably be
considered `alpha software'. Nothing is cast in iron yet, and
especially the formula interface and internal structure are apt to
change in future versions. The software should, however, be fully
usable in its present form.
`lspls' currently includes fit and cross-validation functions with
formula interfaces, a predict method, and plots of scores, loadings
and (R)MSEP values.
Suggestions, bug reports and other comments are very welcome.