Package: rrpack 0.1-13

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>.

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

# Install 'rrpack' in R:

install.packages('rrpack', repos = c('https://ohyoo.r-universe.dev', 'https://cloud.r-project.org'))

Uses libs:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

Last updated 2 years agofrom:40dfd6511a. Checks:OK: 1 NOTE: 8. Indexed: yes.

Help page	Topics
Mixed-response reduced-rank regression with rank selected by cross validation	cv.mrrr
Reduced-rank regression with rank selected by cross validation	cv.rrr
Sparse orthognal factor regression tuned by cross validation	cv.sofar
Row-sparse reduced-rank regression tuned by cross validation	cv.srrr
Generalized or mixed-response reduced-rank regression	mrrr
Scatter Plot	plot plot.cv.sofar plot.cv.srrr plot.rrr plot.rssvd plot.sofar plot.srrr
Robust reduced-rank regression	r4
Estimated coefficients	coef.cv.mrrr coef.cv.rrr coef.mrrr coef.r4 coef.rrr coef.rrr.fit coef.rssvd coef.sofar coef.srrr rrpack-coef
Multivariate reduced-rank linear regression	rrr
Cook's distance in reduced-rank regression for model diagnostics	rrr.cookD
Fitting reduced-rank regression with a specific rank	rrr.fit
Leverage scores and Cook's distance in reduced-rank regression for model diagnostics	rrr.leverage
Simulation model 1	rrr.sim1
Simulation model 2	rrr.sim2
Simulation model 3	rrr.sim3
Simulation model 4	rrr.sim4
Simulation model 5	rrr.sim5
Fitting reduced-rank ridge regression with given rank and shrinkage penalty	rrs.fit
Reduced-rank regression with a sparse singular value decomposition	rssvd
Sparse orthogonal factor regression	sofar
Row-sparse reduced-eank regresssion	srrr
Summarize rrpack Objects	summary summary.cv.mrrr summary.cv.rrr summary.cv.sofar summary.cv.srrr summary.mrrr summary.r4 summary.rrr summary.rssvd summary.sofar summary.srrr