rrpack: 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).

Version: 0.1-6
Depends: R (≥ 3.3.2)
Imports: ggplot2, glmnet, lassoshooting, MASS, Rcpp (≥ 0.12.0)
LinkingTo: Rcpp, RcppArmadillo
Published: 2017-11-09
Author: Kun Chen [aut, cre], Wenjie Wang [ctb], Jun Yan [ctb]
Maintainer: Kun Chen <kun.chen at uconn.edu>
License: GPL (≥ 3.0)
NeedsCompilation: yes
CRAN checks: rrpack results

Downloads:

Reference manual: rrpack.pdf
Package source: rrpack_0.1-6.tar.gz
Windows binaries: r-devel: rrpack_0.1-6.zip, r-release: rrpack_0.1-6.zip, r-oldrel: rrpack_0.1-6.zip
OS X El Capitan binaries: r-release: rrpack_0.1-6.tgz
OS X Mavericks binaries: r-oldrel: rrpack_0.1-6.tgz
Old sources: rrpack archive

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