R package for reduced-rank regression.
Installdevtools::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 Izenmanâs book Modern Multivariate Statistical Techniques: Regression, Classification, and Manifold Learning and the Fall 2016 course â taught by him and based on the text â at Temple University.
Special thanks to Dr. Izenman â 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.
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