There was already a question like this, but it was not answered, so I try to post it again. Does anyone know of an open-source implementation of a partial least squares algo
FastPLS is a library that provides a C/C++ and MATLAB interface
for speeding up partial least squares. Its author is Balaji Vasan
Srinivasan. The author worked under the supervision of Professor
Ramani Duraiswami at the University of Maryland, College Park, MD,
USA.
Partial Least Squares and Generalized Partial Least Squares models based on NIPALS algorithm.
implement by yourself using matrix libraries such as Armadillo