RRRR

Online Robust Reduced-Rank Regression Estimation

CRAN Package

Methods for estimating online robust reduced-rank regression. The Gaussian maximum likelihood estimation method is described in Johansen, S. (1991) . The majorisation-minimisation estimation method is partly described in Zhao, Z., & Palomar, D. P. (2017) . 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) .

  • Version1.1.1
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Languageen-AU
  • Last release02/24/2023

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  • Imports6 packages
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