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rrpack  

Reduced-Rank Regression
View on CRAN: Click here


Download and install rrpack package within the R console
Install from CRAN:
install.packages("rrpack")

Install from Github:
library("remotes")
install_github("cran/rrpack")

Install by package version:
library("remotes")
install_version("rrpack", "0.1-14")



Attach the package and use:
library("rrpack")
Maintained by
Kun Chen
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-06-22
Latest Update: 2022-06-16
Description:
Multivariate regression methodologies including classical reduced-rank regression (RRR) studied by Anderson (1951) and Reinsel and Velu (1998) , reduced-rank regression via adaptive nuclear norm penalization proposed by Chen et al. (2013) and Mukherjee et al. (2015) , robust reduced-rank regression (R4) proposed by She and Chen (2017) , generalized/mixed-response reduced-rank regression (mRRR) proposed by Luo et al. (2018) , row-sparse reduced-rank regression (SRRR) proposed by Chen and Huang (2012) , reduced-rank regression with a sparse singular value decomposition (RSSVD) proposed by Chen et al. (2012) and sparse and orthogonal factor regression (SOFAR) proposed by Uematsu et al. (2019) .
How to cite:
Kun Chen (2017). rrpack: Reduced-Rank Regression. R package version 0.1-14, https://cran.r-project.org/web/packages/rrpack. Accessed 20 Aug. 2026.
Previous versions and publish date:
(2026-07-09 06:53), 0.1-5 (2017-06-22 15:07), 0.1-6 (2017-11-09 17:29), 0.1-7 (2018-01-19 19:23), 0.1-10 (2019-08-28 01:40), 0.1-11 (2019-11-18 16:30), 0.1-12 (2022-04-06 14:00), 0.1-13 (2022-06-16 08:40)
Other packages that cited rrpack R package
View rrpack citation profile
Other R packages that rrpack depends, imports, suggests or enhances
Complete documentation for rrpack
Functions, R codes and Examples using the rrpack R package
Some associated functions: cv.mrrr . cv.rrr . cv.sofar . cv.srrr . mrrr . plot . r4 . rrpack-coef . rrr.cookD . rrr.fit . rrr.leverage . rrr . rrr.sim1 . rrr.sim2 . rrr.sim3 . rrr.sim4 . rrr.sim5 . rrs.fit . rssvd . sofar . srrr . summary . 
Some associated R codes: RcppExports.R . coef.R . mrrr.R . penreg.R . penthr.R . plot.R . print.R . r4.R . rrpack.R . rrr.R . sim.R . sofar.R . srrr.R . ssvd.R . summary.R . utils.R .  Full rrpack package functions and examples
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