Reduced Rank Regression

Multivariate regression via rank reduction.

https://github.com/cmccomb/RedRank

Version 1.1.0.0 (3.41 KB)
434 Downloads
(1)
2 May 2018

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

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Cite As

Chris McComb (2026). Reduced Rank Regression (https://github.com/cmccomb/RedRank), GitHub. Retrieved .

Categories

Find more on Multivariate Models in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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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.