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R package for reduced-rank regression.
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.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.