On this page
http://scikit-learn.org/stable/auto_examples/cross_decomposition/plot_compare_cross_decomposition.html#sphx-glr-auto-examples-cross-decomposition-plot-compare-cross-decomposition-py

The last lines has (copy-paste) error:
cca = CCA(n_components=2)
cca.fit(X_train, Y_train)
X_train_r, Y_train_r = plsca.transform(X_train, Y_train)
X_test_r, Y_test_r = plsca.transform(X_test, Y_test)

It should be cca.transform instead of plsca.transform