ReducedRankRegressions: Construct a poset of reduced rank regression models.

Description Arguments Value


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.



the number of response variables.


the number of covariates.


the largest rank model to be included in the collection.


An object representing the collection.

Lucaweihs/sBIC documentation built on June 3, 2017, 3:34 a.m.