Reduced-Rank Regression

Reduced-rank regression, diagnostics and graphics.


R package for reduced-rank regression.

devtools::install_github("chrisaddy/rrr")

The rrr package provides four categories of reduced-rank regression functions:

  • reduced-rank regression
  • principal component analysis
  • canonical variate analysis
  • multiclass linear discriminant analysis

The framework of this package was based on Alan Izenman's book Modern Multivariate Statistical Techniques: Regression, Classification, and Manifold Learning and the Fall 2016 course -- taught by him and based on the text -- at Temple University.

Special thanks to Dr. Izenman -- his insights were invaluable in keeping the focus of this package on reduced-rank regression.

The package author would also like to acknowledge the work of Charles Miller who authored the original reduced-rank regression code for the text.

News

rrr 1.0.0

  • Initial submission to CRAN.

Reference manual

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install.packages("rrr")

1.0.0 by Chris Addy, a year ago


http://github.com/chrisaddy/rrr


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


Authors: Chris Addy [aut, cre]


Documentation:   PDF Manual  


GPL-3 license


Imports Rcpp, MASS, magrittr, dplyr, ggplot2, plotly, GGally

Suggests testthat, knitr, rmarkdown, readr


See at CRAN