Some OCaml functions to drive the Partial Least Squares regressor from the R 'pls' package. This package really fires up and talks to an R interpreter.

Bibliography:

Wehrens, R., & Mevik, B. H. (2007). The pls package: principal component and partial least squares regression in R. https://www.jstatsoft.org/index.php/jss/article/view/v018i02/v18i02.pdf