What I found worked was adding:

<script src="https://cdnjs.cloudflare.com/ajax/libs/html2canvas/0.4.1/html2canvas.js"></script>

to the index.html file (it could presumably be elsewhere).

I then used:

const elementToPrint = document.getElementById('foo'); //The html element to become a pdf
const pdf = new jsPDF('p', 'pt', 'a4');
pdf.addHTML(elementToPrint, () => {
    doc.save('web.pdf');
});

Which no longer uses html2canvas in the code.
You can then remove the following import:

import * as html2canvas from 'html2canvas';

To download the data for a PDF file, use responseType: "arraybuffer":

  var config = { responseType: "arraybuffer" };

  vm.fetch = function() {
    $http.get(url, config).then(function(response) {
      vm.result = "SUCCESS";
      vm.length = response.data.byteLength + " bytes";
      var blob = new Blob([response.data],
                          {type: "application/pdf"});
      vm.data = URL.createObjectURL(blob);
    }).catch(function(response) {
      vm.result = "ERROR "+response.status;
    });
  };
});

Convert the data to blob url and use a download button:

  <a download="{{name}}.pdf" xd-href="data">
      <button>Download data</button>
  </a>

xd-href Directive

app.module("myApp").directive("xdHref", function() {
  return function linkFn (scope, elem, attrs) {
     scope.$watch(attrs.xdHref, function(newVal) {
       newVal && elem.attr("href", newVal);
     });
  };
});

The DEMO on PLNKR downloads http://demo.html2pdf.fr/examples/exemple07.php

If you want to use it in production, you definitely don't want to depend on an internet link being referenced in your index.html, like proposed by @khalil_diouri.

So, to properly use it in an Angular2/Typescript environment, first install it from npm

npm install --save jspdf

If you are using SystemJS, map it in your config file

map: {
    "jspdf": "node_modules/jspdf/dist/jspdf.min.js"
}

Install definition package: (if not installed)

npm install typings --global

Install definition files:

typings install dt~jspdf --global --save

And, finally, import it in your component.ts file

import jsPDF from 'jspdf'
...
    let doc = new jsPDF();
    doc.text(20,20,'Hello world');
    doc.save('Test.pdf');
...