Partial Least Squares Algorithm Implementation in MATLAB

The Partial Least Squares algorithm can be implemented using MATLAB. For users unfamiliar with the implementation process, follow these steps: copy the files to your MATLAB directory, launch MATLAB software and load the files to begin using the algorithm. The implementation includes key MATLAB functions such as plsregress for core computations, with detailed comments explaining input parameters (X matrix, Y response variables) and output components (scores, loadings, coefficients). The code incorporates cross-validation routines and variance explained calculations. If further clarification is needed, consult the embedded documentation within the script files. Note that effective use of Partial Least Squares algorithm requires fundamental understanding of multivariate data analysis and linear algebra principles. The implementation supports both PLS1 (single response) and PLS2 (multiple responses) variants with automatic dimension reduction feature.