NRRR-package: NRRR: Multivariate Functional Regression via Nested...

Description Details References

Description

The multivariate functional regression with a nested reduced-rank structure proposed by Liu et al. (2020) <arXiv:2003.04786>.

Details

This package provides the functions to fit a multivariate functional regression where a nested reduced-rank structure is imposed on the regression surface to control the model complexity.

References

Liu, X., Ma, S., & Chen, K. (2020). Multivariate Functional Regression via Nested Reduced-Rank Regularization. arXiv:2003.04786 [stat.ME].


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