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rrpack
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", "0.1-13")
Attach the package and use:
library("rrpack")
Maintained by
Kun Chen
[Scholar Profile | Author Map]
[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 0.1-13, https://cran.r-project.org/web/packages/rrpack. Accessed 21 Nov. 2024.
Previous versions and publish date:
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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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