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).


Reference manual

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0.1-7 by Kun Chen, a year ago

Browse source code at

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

Documentation:   PDF Manual  

GPL (>= 3.0) license

Imports ggplot2, glmnet, lassoshooting, MASS, Rcpp

Linking to Rcpp, RcppArmadillo

See at CRAN