rrpack: Reduced-Rank Regression

Multivariate regression methodologies including reduced-rank regression (RRR), reduced-rank ridge regression (RRS), robust reduced-rank regression (R4), generalized/mixed-response reduced-rank regression (mRRR), row-sparse reduced-rank regression (SRRR), reduced-rank regression with a sparse singular value decomposition (RSSVD), and sparse and orthogonal factor regression (SOFAR).

Getting started

Package details

AuthorKun Chen [aut, cre], Wenjie Wang [ctb], Jun Yan [ctb]
MaintainerKun Chen <[email protected]>
LicenseGPL (>= 3.0)
Package repositoryView on CRAN
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rrpack documentation built on Jan. 20, 2018, 9:20 a.m.