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.

`numResponses` |
the number of response variables. |

`numCovariates` |
the number of covariates. |

`maxRank` |
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.

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