Reduced-Rank Regression

Reduced-rank regression, diagnostics and graphics.

Build Status

R package for reduced-rank regression.



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.


rrr 1.0.0

  • Initial submission to CRAN.

Reference manual

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1.0.0 by Chris Addy, 3 years ago

Browse source code at

Authors: Chris Addy [aut, cre]

Documentation:   PDF Manual  

GPL-3 license

Imports Rcpp, MASS, magrittr, dplyr, ggplot2, plotly, GGally

Suggests testthat, knitr, rmarkdown, readr

See at CRAN