Reduced Rank Regression

Version 1.1.0.0 (3.41 KB) by Chris McComb
Multivariate regression via rank reduction.
3.0
(1)
426 Downloads
Updated 2 May 2018
View License on GitHub

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

Cite As

Chris McComb (2024). Reduced Rank Regression (https://github.com/cmccomb/RedRank), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2015a
Compatible with any release
Platform Compatibility
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Categories
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Version Published Release Notes
1.1.0.0

Added image.
1.0.0.0

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