Mathematica: Implementation of Partial Least Squares (PLS)?

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I'm looking for a PLS implementation for Wolfram Mathematica. I just cant seem to find any implementation for it - do you know one? In general, I'm a bit confused that there exist only so few third-party packages/libraries for mathematica in general :(

For now I probably will just use RLink in mathematica to be able to refer to the R package pls (http://cran.r-project.org/web/packages/pls/index.html) but a direct implementation in mathematica would be nicer for debugging and testing purposes...

Thanks in advance

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