ddsPLS is a sparse PLS formulation based on soft-thresholding estimations of covariance matrices.
devtools
# install.packages("devtools")
::install_github("hlorenzo/ddsPLS", build_vignettes = TRUE) devtools
Once that package is installed, you can access the
vignette("start_ddsPLS")
using that command.
vignette("ddsPLS")
It is also possible to use the developped applet using
ddsPLS_App()
and it should start an interactive interface which should look like