ReducedRankRegressions: Construct a poset of reduced rank regression models.

Description Usage Arguments Value

Description

Creates an object representing a collection of reduced rank regression models. There is one model for each fixed rank from 1 to some specified maximum. In particular each model is identified by a single number specifiying the rank of the regression matrix in the model. Models are naturally ordered by inclusion so that, for example, a model with 2 rank 2 comes before before a model with rank 3 or greater.

Usage

1
ReducedRankRegressions(numResponses, numCovariates, maxRank)

Arguments

numResponses

the number of response variables.

numCovariates

the number of covariates.

maxRank

the largest rank model to be included in the collection.

Value

An object representing the collection.


sBIC documentation built on May 2, 2019, 4:16 a.m.