写一个偏最小二乘法的C语言函数

好的，我可以回答这个问题。以下是一个偏最小二乘法的C语言函数的示例代码：

#include <stdio.h>
#include <stdlib.h>
#include <math.h>

void pls(double *x, double *y, int n, int p, double *beta)
{
    int i, j, k;
    double **X, **XT, **XTX, **XTXinv, **XTY;

    // Allocate memory for matrices
    X = (double **) malloc(n * sizeof(double *));
    for (i = ; i < n; i++) {
        X[i] = (double *) malloc(p * sizeof(double));
    }
    XT = (double **) malloc(p * sizeof(double *));
    for (i = ; i < p; i++) {
        XT[i] = (double *) malloc(n * sizeof(double));
    }
    XTX = (double **) malloc(p * sizeof(double *));
    for (i = ; i < p; i++) {
        XTX[i] = (double *) malloc(p * sizeof(double));
    }
    XTXinv = (double **) malloc(p * sizeof(double *));
    for (i = ; i < p; i++) {
        XTXinv[i] = (double *) malloc(p * sizeof(double));
    }
    XTY = (double **) malloc(p * sizeof(double *));
    for (i = ; i < p; i++) {
        XTY[i] = (double *) malloc(1 * sizeof(double));
    }

    // Fill in X matrix
    for (i = ; i < n; i++) {
        X[i][] = 1.;
        for (j = 1; j < p; j++) {
            X[i][j] = x[i * p + j - 1];
        }
    }

    // Transpose X matrix
    for (i = ; i < p; i++) {
        for (j = ; j < n; j++) {
            XT[i][j] = X[j][i];
        }
    }

    // Compute XTX matrix
    for (i = ; i < p; i++) {
        for (j = ; j < p; j++) {
            XTX[i][j] = .;
            for (k = ; k < n; k++) {
                XTX[i][j] += XT[i][k] * X[k][j];
            }
        }
    }

    // Compute XTX inverse
    double det = .;
    for (i = ; i < p; i++) {
        for (j = ; j < p; j++) {
            XTXinv[i][j] = .;
        }
    }
    for (i = ; i < p; i++) {
        for (j = ; j < p; j++) {
            XTXinv[i][j] = XTX[i][j];
        }
    }
    for (k = ; k < p; k++) {
        for (i = k + 1; i < p; i++) {
            double factor = XTX[i][k] / XTX[k][k];
            for (j = k; j < p; j++) {
                XTX[i][j] -= factor * XTX[k][j];
            }
        }
        det *= XTX[k][k];
    }
    det = pow(-1., p) * det;
    for (i = ; i < p; i++) {
        XTXinv[i][i] = 1.;
        for (j = i + 1; j < p; j++) {
            double factor = XTX[j][i] / XTX[i][i];
            for (k = i; k < p; k++) {
                XTXinv[j][k] -= factor * XTXinv[i][k];
            }
        }
    }
    for (i = ; i < p; i++) {
        for (j = ; j < i; j++) {
            XTXinv[i][j] = XTXinv[j][i];
        }
    }
    for (i = ; i < p; i++) {
        for (j = ; j < p; j++) {
            XTXinv[i][j] /= det;
        }
    }

    // Compute XTY matrix
    for (i = ; i < p; i++) {
        XTY[i][] = .;
        for (j = ; j < n; j++) {
            XTY[i][] += XT[i][j] * y[j];
        }
    }

    // Compute beta matrix
    for (i = ; i < p; i++) {
        beta[i] = .;
        for (j = ; j < p; j++) {
            beta[i] += XTXinv[i][j] * XTY[j][];
        }
    }

    // Free memory
    for (i = ; i < n; i++) {
        free(X[i]);
    }
    free(X);
    for (i = ; i < p; i++) {
        free(XT[i]);
    }
    free(XT);
    for (i = ; i < p; i++) {
        free(XTX[i]);
    }
    free(XTX);
    for (i = ; i < p; i++) {
        free(XTXinv[i]);
    }
    free(XTXinv);
    for (i = ; i < p; i++) {
        free(XTY[i]);
    }
    free(XTY);
}

这个函数实现了偏最小二乘法，输入参数包括自变量矩阵x、因变量向量y、样本数n和自变量个数p，输出参数为回归系数向量beta。