function [R,P,T]=simpls(X,y,h)

%SIMPLS algorithm for univariate y

%input:

%X: data matrix,
%y: class labels,
%h: number of components

%output:

% T: PLS components matrix
% R: PLS weight matrix such that T=XR
% P: PLS loading matrix such that X=TP'

%Updated on 04/01/2009

T=zeros(size(X,1),h);
R=zeros(size(X,2),h);
V=R; 
s=X'*y;

for i=1:h
   r=s;
   t=X*r;
   t=t-T(:,1:max(1,i-1))*(T(:,1:max(1,i-1))'* t);
   normt=sqrt(t'*t);
   t=t/normt; 
   r=r/normt;
   p=X'*t;
   v=p-V(:,1:max(1,i-1))*(V(:,1:max(1,i-1))'*p);
   v=v/sqrt(v'*v);
   s=s-v*(v'*s);
   T(:,i)=t;
   R(:,i)=r; 
   P(:,i)=p;
   V(:,i)=v;
end;