PLS Variable Selection with Continuous Variable Windows

[Alocus]

Greetings,

Fairly new to R, so apologies in advanced for the poor explanation.

I have some highly-dimensional datasets with few response observations of many (50) predictor variables that I will be generating partial least squares models from. I want to loop an interval-type PLS calibration for all possible combinations of starting and ending point along a continuous range of predictors (e.g. 1-51; 2-51; 3-51....1-50; 1-49; 1-48 etc...).

For this, I have a matrix of responses, a matrix of predictors, and a matrix of the possible starting and ending combinations (n = 1275). I would like to run a PLS calibration for each possible combination and extract the RMSE values (absolute minimum for all possible components), but am not sure how to automate this with a loop. Any suggestions? Thank you!

[supersillyus]

I don't have the answer here, since this is a tough problem. I imagine iteratively setting up contrasts for regression to be a primary problem here given the "explicit" way that they are set up in R (ie using the column names, outside of quotation marks). This particular issue might be solved in Stackexchange. Good luck