rrpack

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Reduced-Rank Regression

Kun Chen, Wenjie Wang

Last update: 16 June 2022

Copyright license: GNU General Public License

Software version identifier: 0.1-13

Source code repository: https://github.com/cran/rrpack

Cites work

• Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
• Multivariate Reduced-Rank Regression
• Reduced rank regression via adaptive nuclear norm penalization
• ‘On the degrees of freedom of reduced-rank estimators in multivariate regression’
• Robust reduced-rank regression
• Leveraging mixed and incomplete outcomes via reduced-rank modeling
• Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection
• Reduced Rank Stochastic Regression with a Sparse Singular value Decomposition
• SOFAR: Large-Scale Association Network Learning

Cited In (4)

• Parallel integrative learning for large-scale multi-response regression with incomplete outcomes
• gofar
• nbfar
• Large-scale multivariate sparse regression with applications to UK Biobank

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