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Reduced Rank Regression

version 1.1.0.0 (3.41 KB) by Chris McComb
Multivariate regression via rank reduction.
3.0
(1)

383 Downloads

Updated02 May 2018

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Reduced rank regression.
AJ Inzeman, 1975, "Reduced-rank regression for the multivariate linear model", Journal of Multivariate Analysis.

Cite As

Chris McComb (2022).Reduced Rank Regression(https://github.com/cmccomb/RedRank), GitHub. Retrieved.

MATLAB Release Compatibility
Created with R2015a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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To view or report issues in this GitHub add-on, visit theGitHub Repository.
To view or report issues in this GitHub add-on, visit theGitHub Repository.