Package |
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Online Robust Reduced-Rank Regression Estimation |
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Simulation function |
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Simulating data for Reduced-Rank Regression |
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Estimation functions |
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Reduced-Rank Regression using Gaussian MLE |
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Robust Reduced-Rank Regression using Majorisation-Minimisation |
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Online Robust Reduced-Rank Regression |
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Update function |
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Update the RRRR/ORRRR type model with addition data |
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Plot method |
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Plot Objective value of a Robust Reduced-Rank Regression |