RRRR: Online Robust Reduced-Rank Regression Estimation (original) (raw)
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: | 1.1.1 |
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Imports: | matrixcalc, expm, ggplot2, magrittr, mvtnorm, stats |
Suggests: | lazybar, knitr, rmarkdown |
Published: | 2023-02-24 |
DOI: | 10.32614/CRAN.package.RRRR |
Author: | Yangzhuoran Fin Yang [aut, cre], Ziping Zhao [aut] |
Maintainer: | Yangzhuoran Fin Yang |
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 |
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