IKPLS Y-loadings can be computed from quantities already available in the same iteration, reducing the asymptotic cost from Θ(KM) to Θ(M) when M=1 or M<K while preserving the outputs exactly in exact arithmetic.
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The PLS package: Principal component and partial least squares regression in r
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Improving Improved Kernel PLS
IKPLS Y-loadings can be computed from quantities already available in the same iteration, reducing the asymptotic cost from Θ(KM) to Θ(M) when M=1 or M<K while preserving the outputs exactly in exact arithmetic.