rrpack: Reduced-Rank Regression
Multivariate regression methodologies including classical reduced-rank regression (RRR) studied by Anderson (1951) <doi:10.1214/aoms/1177729580> and Reinsel and Velu (1998) <doi:10.1007/978-1-4757-2853-8>, reduced-rank regression via adaptive nuclear norm penalization proposed by Chen et al. (2013) <doi:10.1093/biomet/ast036> and Mukherjee et al. (2015) <doi:10.1093/biomet/asx080>, robust reduced-rank regression (R4) proposed by She and Chen (2017) <doi:10.1093/biomet/asx032>, generalized/mixed-response reduced-rank regression (mRRR) proposed by Luo et al. (2018) <doi:10.1016/j.jmva.2018.04.011>, row-sparse reduced-rank regression (SRRR) proposed by Chen and Huang (2012) <doi:10.1080/01621459.2012.734178>, reduced-rank regression with a sparse singular value decomposition (RSSVD) proposed by Chen et al. (2012) <doi:10.1111/j.1467-9868.2011.01002.x> and sparse and orthogonal factor regression (SOFAR) proposed by Uematsu et al. (2019) <doi:10.1109/TIT.2019.2909889>.
| Version: | 0.1-13 |
| Depends: | R (≥ 3.4.0) |
| Imports: | ggplot2, glmnet, MASS, Rcpp (≥ 0.12.0) |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2022-06-16 |
| DOI: | 10.32614/CRAN.package.rrpack |
| Author: | Kun Chen |
| Maintainer: | Kun Chen <kun.chen at uconn.edu> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | yes |
| CRAN checks: | rrpack results |
Documentation:
| Reference manual: | rrpack.pdf |
Downloads:
| Package source: | rrpack_0.1-13.tar.gz |
| Windows binaries: | r-devel: rrpack_0.1-13.zip, r-release: rrpack_0.1-13.zip, r-oldrel: rrpack_0.1-13.zip |
| macOS binaries: | r-release (arm64): rrpack_0.1-13.tgz, r-oldrel (arm64): rrpack_0.1-13.tgz, r-release (x86_64): rrpack_0.1-13.tgz, r-oldrel (x86_64): rrpack_0.1-13.tgz |
| Old sources: | rrpack archive |
Reverse dependencies:
| Reverse imports: | gofar, nbfar |
| Reverse suggests: | rrMixture |
Linking:
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