RRRR-package: Online Robust Reduced-Rank Regression Estimation

RRRR-packageR Documentation

Online Robust Reduced-Rank Regression Estimation

Description

Methods for estimating online Robust Reduced-Rank Regression.

Author(s)

Yangzhuoran Yang. yangyangzhuoran@gmail.com

Ziping Zhao. zhaoziping@shanghaitech.edu.cn


FinYang/RRRR documentation built on Feb. 24, 2023, 7:32 p.m.