Convenience alias for `genpls()`; computes canonical generalized PLS (PLS-SVD/GPLSSVD). See `?genpls` for full documentation.
Arguments
- X
Numeric or Matrix, n x p.
- Y
Numeric or Matrix, n x q. Must have same n as `X`.
- Ax
Column metric for X (W_X): vector/diagonal/matrix; `NULL` ⇒ identity.
- Ay
Column metric for Y (W_Y): vector/diagonal/matrix; `NULL` ⇒ identity.
- Mx
Row metric for X (M_X): vector/diagonal/matrix; `NULL` ⇒ identity.
- My
Row metric for Y (M_Y): vector/diagonal/matrix; `NULL` ⇒ identity.
- ncomp
Number of components to extract (rank-k). Default 2.
- preproc_x, preproc_y
Optional `multivarious` preprocessors (e.g., `center()`). Defaults to `multivarious::pass()` (no-op).
- svd_backend
Character, one of `"RSpectra"` (default) or `"irlba"` for iterative SVD. If neither backend is available, a dense fallback is used for small problems by materializing S.
- svd_opts
List of options passed to the SVD backend, e.g., `tol`, `maxitr`.
- verbose
Logical; print brief progress messages.