rrr2: RRR model.

In wangq326/SC19074: Reduced rank regression via stability approach

Description

The model is developed by Kun Chen.

Usage

rrr2(
  Y,
  X,
  penaltySVD = c("rank", "ann"),
  ic.type = c("GIC", "AIC", "BIC", "BICP", "GCV"),
  df.type = c("exact", "naive"),
  maxrank = min(dim(Y), dim(X)),
  modstr = list(),
  control = list()
)

Arguments

Y	the resopnce matrix
X	the design matrix
penaltySVD	the penalty term
ic.type	"GIC", "AIC", "BIC", "BICP" or "GCV"
df.type	"exact" or "naive")
maxrank	the max rank to be expected
modstr	the mod
control	the control of SVD and QR

Value

the solution of rrr.

Examples

## Not run: 
null

## End(Not run)

wangq326/SC19074 documentation built on Jan. 2, 2020, 8:48 p.m.