Package: RRRR 1.1.1

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>.

Authors:Yangzhuoran Fin Yang [aut, cre], Ziping Zhao [aut]

RRRR_1.1.1.tar.gz
RRRR_1.1.1.zip(r-4.5)RRRR_1.1.1.zip(r-4.4)RRRR_1.1.1.zip(r-4.3)
RRRR_1.1.1.tgz(r-4.4-any)RRRR_1.1.1.tgz(r-4.3-any)
RRRR_1.1.1.tar.gz(r-4.5-noble)RRRR_1.1.1.tar.gz(r-4.4-noble)
RRRR_1.1.1.tgz(r-4.4-emscripten)RRRR_1.1.1.tgz(r-4.3-emscripten)
RRRR.pdf |RRRR.html
RRRR/json (API)
NEWS

# Install 'RRRR' in R:
install.packages('RRRR', repos = c('https://finyang.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/finyang/rrrr/issues

On CRAN:

4.18 score 3 stars 10 scripts 173 downloads 4 exports 31 dependencies

Last updated 2 years agofrom:f4353fcd29. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 17 2024
R-4.5-winOKOct 17 2024
R-4.5-linuxOKOct 17 2024
R-4.4-winOKOct 17 2024
R-4.4-macOKOct 17 2024
R-4.3-winOKOct 17 2024
R-4.3-macOKOct 17 2024

Exports:ORRRRRRRRRR_simRRRR

Dependencies:clicolorspaceexpmfansifarverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmatrixcalcmgcvmunsellmvtnormnlmepillarpkgconfigR6RColorBrewerrlangscalestibbleutf8vctrsviridisLitewithr

Introduction to RRRR

Rendered fromRRRR.Rmdusingknitr::rmarkdownon Oct 17 2024.

Last update: 2023-02-24
Started: 2020-03-15