rrr.fit: Fit reduced rank regression

In secure: Sequential Co-Sparse Factor Regression

Description

fit multivariate reduced rank regression for a specified rank.

Usage

rrr.fit(Y, X, nrank = nrank)

Arguments

Y	a matrix of response (n by q)
X	a matrix of covariate (n by p)
nrank	an integer specifying the desired rank

Value

coef	reduced rank estimate

Examples

#require(secure)
Y <- matrix(rnorm(400), 100, 4)
X <- matrix(rnorm(800), 100, 8)
rrr.fit <- rrr.fit(Y, X, nrank = 3)

secure documentation built on Feb. 26, 2021, 5:08 p.m.