Julia Package for Sparse PLS regression. Package will be archived.
Please have a look at RitSpls.jl, a much more comprehensive package that includes
- sparse PLS with option to use SNIPLS or Sparse Helland ``Shelland" algorithms
- sparse PLS influence function and asymptotic variance
- Robustness inducing transformations: generalized spatial sign and wrapping trabsformtion
- cross-validation utilities.