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Showing content from http://cran.rstudio.com/web/packages/Rcpp/../sparseDFM/../Rcpp/../ddsPLS/readme/README.html below:

README

ddsPLS is a sparse PLS formulation based on soft-thresholding estimations of covariance matrices.

# install.packages("devtools")
devtools::install_github("hlorenzo/ddsPLS", build_vignettes = TRUE)

Once that package is installed, you can access the vignette using that command.


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