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).
|Author||Kun Chen [aut, cre], Wenjie Wang [ctb], Jun Yan [ctb]|
|Maintainer||Kun Chen <[email protected]>|
|License||GPL (>= 3.0)|
|Package repository||View on CRAN|
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