README.md

In xliu-stat/NRRR: Multivariate Functional Regression via Nested Reduced-Rank Regularization

NRRR

This package implements all the required functions to conduct Nested Reduced-Rank Regression. To find more details of the method, please refer to: Liu, X., Ma, S., & Chen, K. (2020). Multivariate Functional Regression via Nested Reduced-Rank Regularization. arXiv: Methodology.

Install the package with

install.packages("devtools")
# installation needs around 90 seconds
devtools::install_github("xliu-stat/NRRR", build_vignettes = TRUE)
# installation needs around 25 seconds
devtools::install_github("xliu-stat/NRRR")

xliu-stat/NRRR documentation built on Jan. 9, 2021, 3:23 p.m.