Package

RRRR-package

Online Robust Reduced-Rank Regression Estimation

Simulation function

RRR_sim()

Simulating data for Reduced-Rank Regression

Estimation functions

RRR()

Reduced-Rank Regression using Gaussian MLE

RRRR()

Robust Reduced-Rank Regression using Majorisation-Minimisation

ORRRR()

Online Robust Reduced-Rank Regression

Update function

update(<RRRR>)

Update the RRRR/ORRRR type model with addition data

Plot method

plot(<RRRR>)

Plot Objective value of a Robust Reduced-Rank Regression