The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
RRRR: Online Robust Reduced-Rank Regression Estimation
Methods for estimating online robust reduced-rank regression.
The Gaussian maximum likelihood estimation method is described in Johansen, S. (1991) <doi:10.2307/2938278>.
The majorisation-minimisation estimation method is partly described in Zhao, Z., & Palomar, D. P. (2017) <doi:10.1109/GlobalSIP.2017.8309093>.
The description of the generic stochastic successive upper-bound minimisation method
and the sample average approximation can be found in Razaviyayn, M., Sanjabi, M., & Luo, Z. Q. (2016) <doi:10.1007/s10107-016-1021-7>.
| Version: |
1.1.1 |
| Imports: |
matrixcalc, expm, ggplot2, magrittr, mvtnorm, stats |
| Suggests: |
lazybar, knitr, rmarkdown |
| Published: |
2023-02-24 |
| DOI: |
10.32614/CRAN.package.RRRR |
| Author: |
Yangzhuoran Fin Yang
 [aut, cre],
Ziping Zhao [aut] |
| Maintainer: |
Yangzhuoran Fin Yang <yangyangzhuoran at gmail.com> |
| BugReports: |
https://github.com/FinYang/RRRR/issues/ |
| License: |
GPL-3 |
| URL: |
https://pkg.yangzhuoranyang.com/RRRR/,
https://github.com/FinYang/RRRR |
| NeedsCompilation: |
no |
| Language: |
en-AU |
| Materials: |
README NEWS |
| CRAN checks: |
RRRR results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=RRRR
to link to this page.
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.
Health stats visible at Monitor.