Online Robust Reduced-Rank Regression Estimation


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Documentation for package ‘RRRR’ version 1.1.1

Help Pages

RRRR-package Online Robust Reduced-Rank Regression Estimation
ORRRR Online Robust Reduced-Rank Regression
plot.RRRR Plot Objective value of a Robust Reduced-Rank Regression
RRR Reduced-Rank Regression using Gaussian MLE
RRRR Robust Reduced-Rank Regression using Majorisation-Minimisation
RRR_sim Simulating data for Reduced-Rank Regression
update.RRRR Update the RRRR/ORRRR type model with addition data