rrr

R package for reduced-rank regression.

Install latest release from CRAN

install.packages("rrr")

Install development version from github

# devtools::install_github("chrisaddy/rrr")
install.packages("rrr", repos = c('https://chrisaddy.r-universe.dev', 'https://cloud.r-project.org'))

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.