Reduced-Rank Regression

Reduced-rank regression, diagnostics and graphics.

rrr

R package for reduced-rank regression.

Install

devtools::install_github("chrisaddy/rrr")

The rrr package provides four categories of reduced-rank regression functions:

• reduced-rank regression
• principal component analysis
• canonical variate analysis
• multiclass linear discriminant analysis

The framework of this package was based on Alan Izenman's book Modern Multivariate Statistical Techniques: Regression, Classification, and Manifold Learning and the Fall 2016 course -- taught by him and based on the text -- at Temple University.

Special thanks to Dr. Izenman -- his insights were invaluable in keeping the focus of this package on reduced-rank regression.

The package author would also like to acknowledge the work of Charles Miller who authored the original reduced-rank regression code for the text.