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>.
| Version: |
1.1.0 |
| Imports: |
matrixcalc, expm, ggplot2, magrittr, mvtnorm, stats |
| Suggests: |
lazybar, knitr, rmarkdown |
| Published: |
2020-05-08 |
| Author: |
Yangzhuoran Yang 
[aut, cre],
Ziping Zhao [aut] |
| Maintainer: |
Yangzhuoran Yang <Fin.Yang at monash.edu> |
| BugReports: |
https://github.com/FinYang/RRRR/issues/ |
| License: |
GPL-3 |
| URL: |
https://pkg.yangzhuoranyang.com/RRRR/,
https://github.com/FinYang/RRRR |
| NeedsCompilation: |
no |
| Language: |
en-AU |
| Materials: |
README NEWS |
| CRAN checks: |
RRRR results |
Documentation:
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