RRRR (1.0.0)

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Online Robust Reduced-Rank Regression Estimation.

https://pkg.yangzhuoranyang.com/RRRR/
https://github.com/FinYang/RRRR
http://cran.r-project.org/web/packages/RRRR

Methods for estimating online robust reduced-rank regression. The Gaussian maximum likelihood estimation method is described in Johansen, S. (1991) . The majorisation-minimisation estimation method is partly described in Zhao, Z., & Palomar, D. P. (2017) . 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) .

Maintainer: Yangzhuoran Yang
Author(s): Yangzhuoran Yang [aut, cre] (<https://orcid.org/0000-0002-1232-8017>), Ziping Zhao [aut] (<https://orcid.org/0000-0002-8668-6263>)

License: GPL-3

Uses: expm, ggplot2, magrittr, matrixcalc, mvtnorm, knitr, dplyr, rmarkdown

Released 17 days ago.


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