matlab:PLS程序

function [t p u q w b] = PLSI (x,y)
% 
% Inputs:
% x     x matrix
% y     y matrix
% 
% Outputs:
% t     score for x
% p     loading for x
% u     score for y
% q     loading for y
% b     regression coefficient

% calculate the size of x and y
[nX,mX]  =  size(x);
[nY,mY]  =  size(y);

nMaxIteration = max([mX,mY]);
nMaxOuter = 10000;

for iIteration = 1 : nMaxIteration
    % choose the column of x has the largest square of sum as t.
    % choose the column of y has the largest square of sum as u.    
    [dummy,tNum] =  max(diag(x'*x));
    [dummy,uNum] =  max(diag(y'*y));
    tTemp = x(:,tNum);
    uTemp = y(:,uNum);
    % iteration for outer modeling
    for iOuter = 1 : nMaxOuter
        wTemp = x' * uTemp/ norm(x' * uTemp);