Partial Least Squares Method

The Partial Least Squares (PLS) method refers to performing principal component analysis for dimensionality reduction on datasets before conducting linear regression analysis based on least squares. The following source code is provided in its complete form by the GreenSim team for free use, with proper attribution required to GreenSim team (http://blog.sina.com.cn/greensim). The implementation includes key components for covariance maximization and projection calculations.