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 |
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