meszre/tauPFC: Computes Robust Estimators for the PFC Model
Computes tau-type estimators for the Principal Fitted Components model and also for reduced rank regression model. Fits multivariate linear models, by both robust and maximum likelihood estimators. Performs selection of dimension for sufficient dimension reduction via cross-validation.
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | GPL-3 |
| Version | 0.0.1 |
| URL | https://github.com/meszre/tauPFC |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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