release/recent/loadings/R/unsv_multipls.R

In hiroyukiyamamoto/loadings: Loadings for Principal Component Analysis and Partial Least Squares

unsv_multipls <- function(X,tau){
  Y <- X[[length(X)]]
  Y <- scale(Y, scale = TRUE)
  X <- X[-length(X)]
  p <- ncol(Y)
  D <- diag(1, p)
  unsvmpls <- multipls_rog(X, Y, tau, D, kappa = 0)
  unsvmpls$T <- c(unsvmpls$T, list(unsvmpls$U))
  unsvmpls$P <- c(unsvmpls$P, list(unsvmpls$Q))
  unsvmpls$U <- NULL
  unsvmpls$Q <- NULL
  return(unsvmpls)
}