[Feature Request] Multiple outcomes in step_pls

[BenoitLondon]

First, I love this package, it s very smart! :D

Although I understand multiple outcomes models are not supported yet but I m wondering why step_pls cannot handle multiple outcomes?

Error:step_pls() only supports univariate models.

I basicall have another oucome that is correlated with my primary outcome and I wanted to use it through pls components from my predictors. Any possibility to remove that limitation?

[topepo]

We can do this (I believe) but we would only return the scores for the predictors (not the outcomes).

[BenoitLondon]

Yes the predictors scores would be enough I guess.

[github-actions]

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