I would like to obtain a prediction interval from a model returned by the R package pls. The predict method does not seem to be able to return this value. I wonder if anyone has a suggested solution?
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The `pls` package doesn't seem to offer this opoortunity, but [Principal Components Regression: Transform 95% CIs back to original space](https://stats.stackexchange.com/q/86378/930) discusses the issue of PCR and confidence intervals, and [How to compute the confidence intervals on regression coefficients in PLS?](https://stats.stackexchange.com/q/5364/930) that of PLS. – chl Oct 31 '20 at 19:14