Reduced-Rank Regression

Multivariate regression methodologies including reduced-rank regression (RRR), reduced-rank ridge regression (RRS), robust reduced-rank regression (R4), generalized/mixed-response reduced-rank regression (mRRR), row-sparse reduced-rank regression (SRRR), reduced-rank regression with a sparse singular value decomposition (RSSVD), and sparse and orthogonal factor regression (SOFAR).


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install.packages("rrpack")

0.1-6 by Kun Chen, 8 days ago


Browse source code at https://github.com/cran/rrpack


Authors: Kun Chen [aut, cre], Wenjie Wang [ctb], Jun Yan [ctb]


Documentation:   PDF Manual  


GPL (>= 3.0) license


Imports ggplot2, glmnet, lassoshooting, MASS, Rcpp

Linking to Rcpp, RcppArmadillo


See at CRAN