ReducedRankRegressions: Construct a poset of reduced rank regression models.

Description 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.

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.


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