R package for reduced-rank regression.
install.packages("rrr")devtools::install_github("SirUnknown2/rrr")Please send any issues, with minimally-reproducible code, and any feature requests or suggestions to the package github issues portal.
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.