RRRR
Online Robust Reduced-Rank Regression Estimation
Methods for estimating online robust reduced-rank regression. The Gaussian maximum likelihood estimation method is described in Johansen, S. (1991) <doi:10.2307/2938278>. The majorisation-minimisation estimation method is partly described in Zhao, Z., & Palomar, D. P. (2017) <doi:10.1109/GlobalSIP.2017.8309093>. 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) <doi:10.1007/s10107-016-1021-7>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1.1 |
rolling linux/jammy R-4.5 | RRRR_1.1.1.tar.gz |
181.6 KiB |
1.1.1 |
rolling linux/noble R-4.5 | RRRR_1.1.1.tar.gz |
181.5 KiB |
1.1.1 |
rolling source/ R- | RRRR_1.1.1.tar.gz |
110.9 KiB |
1.1.1 |
latest linux/jammy R-4.5 | RRRR_1.1.1.tar.gz |
181.6 KiB |
1.1.1 |
latest linux/noble R-4.5 | RRRR_1.1.1.tar.gz |
181.5 KiB |
1.1.1 |
latest source/ R- | RRRR_1.1.1.tar.gz |
110.9 KiB |
1.1.1 |
2026-04-26 source/ R- | RRRR_1.1.1.tar.gz |
110.9 KiB |
1.1.1 |
2026-04-23 source/ R- | RRRR_1.1.1.tar.gz |
110.9 KiB |
1.1.1 |
2026-04-09 windows/windows R-4.5 | RRRR_1.1.1.zip |
184.4 KiB |
1.1.1 |
2025-04-20 source/ R- | RRRR_1.1.1.tar.gz |
110.9 KiB |