Classical Multivariate Regression | The tobacco Data Set | Reduced-Rank Regression | Assessessing Effective Dimensionality | Estimate $t$ and $k$ with rank_trace(). | Fitting Reduced-Rank Regression Model | Fit reduced-rank regression model with rrr() | Diagnostics | Plot and Print Residuals with residuals() | Plot Residuals | Principal Components Analysis | PCA is a Special Case of Reduced-Rank Regression | The pendigits Data Set | Assessing Dimensionality | Estimate $t$ and ridge constant $k$ with rank_trace() | Plot Principal Component Scores | Pairwise Plots with pairwise_plot() | Plot all pairs of PC scores with allpairs_plot() | Fitting a PCA Model | Fit model with rrr() | Canonical Variate Analysis | CVA as a Special Case of Reduced-Rank Regression | The COMBO17 Data Set | Assessing Effective Dimensionality | Print Residuals | Plot Pairwise Canonical Variate Scores | Fit Reduced-Rank Canonical Variate Model | Print Canonical Variate scores | Linear Discriminant Analysis | LDA as a Special Case of CVA | The iris Data Set | Assesssing Effective Dimensionality | Plot LDA Pairs | Fitting LDA Models | Print LDA Scores with scores()