https://github.com/cmccomb/redrank

Reduced rank regression.
https://github.com/cmccomb/redrank

Last synced: 3 months ago
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Reduced rank regression.

• Host: GitHub
• URL: https://github.com/cmccomb/redrank
• Owner: cmccomb
• License: mit
• Created: 2015-09-15T13:08:48.000Z (over 9 years ago)
• Default Branch: master
• Last Pushed: 2018-05-01T13:15:21.000Z (about 7 years ago)
• Last Synced: 2025-01-20T07:12:49.011Z (4 months ago)
• Language: Matlab
• Homepage:
• Size: 6.84 KB
• Stars: 1
• Watchers: 3
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# RedRank

Reduced rank regression.

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