| rrr.fit {secure} | R Documentation |
fit multivariate reduced rank regression for a specified rank.
rrr.fit(Y, X, nrank = nrank)
Y |
a matrix of response (n by q) |
X |
a matrix of covariate (n by p) |
nrank |
an integer specifying the desired rank |
coef |
reduced rank estimate |
#require(secure) Y <- matrix(rnorm(400), 100, 4) X <- matrix(rnorm(800), 100, 8) rrr.fit <- rrr.fit(Y, X, nrank = 3)