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Merge pull request #27 from l-ramirez-lopez/2.1
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R/local_fit.R

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#'
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#' The \code{modified} argument in the pls methods (\code{local_fit_pls()}
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#' and \code{local_fit_wapls()}) is used to indicate if
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#' a modified version of the pls algorithm (modified pls or mpls). The modified
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#' pls was proposed Shenk and Westerhaus (1991, see also Westerhaus, 2014) and it
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#' differs from the standard pls method in the way the weights of the predictors
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#' (used to compute the matrix of scores) are obtained. While pls uses the covariance
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#' between response(s) and predictors (and later their deflated versions
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#' corresponding at each pls component iteration) to obtain these weights, the modified pls
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#' uses the correlation as weights. The authors indicate that by using correlation,
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#' a modified version of the pls algorithm (modified pls or mpls) is to be used.
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#' The modified pls was proposed Shenk and Westerhaus
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#' (1991, see also Westerhaus, 2014) and it differs from the standard pls method
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#' in the way the weights of the predictors (used to compute the matrix of
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#' scores) are obtained. While pls uses the covariance between response(s)
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#' and predictors (and later their deflated versions corresponding at each pls
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#' component iteration) to obtain these weights, the modified pls uses the
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#' correlation as weights. The authors indicate that by using correlation,
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#' a larger potion of the response variable(s) can be explained.
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#'
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#' @return An object of class \code{local_fit} mirroring the input arguments.

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