rrpack swMATH ID: 40512 Software Authors: Kun Chen, Wenjie Wang, Jun Yan Description: R package rrpack: Reduced-Rank Regression. Multivariate regression methodologies including classical reduced-rank regression (RRR) studied by Anderson (1951) <doi:10.1214/aoms/1177729580> and Reinsel and Velu (1998) <doi:10.1007/978-1-4757-2853-8>, reduced-rank regression via adaptive nuclear norm penalization proposed by Chen et al. (2013) <doi:10.1093/biomet/ast036> and Mukherjee et al. (2015) <doi:10.1093/biomet/asx080>, robust reduced-rank regression (R4) proposed by She and Chen (2017) <doi:10.1093/biomet/asx032>, generalized/mixed-response reduced-rank regression (mRRR) proposed by Luo et al. (2018) <doi:10.1016/j.jmva.2018.04.011>, row-sparse reduced-rank regression (SRRR) proposed by Chen and Huang (2012) <doi:10.1080/01621459.2012.734178>, reduced-rank regression with a sparse singular value decomposition (RSSVD) proposed by Chen et al. (2012) <doi:10.1111/j.1467-9868.2011.01002.x> and sparse and orthogonal factor regression (SOFAR) proposed by Uematsu et al. (2019) <doi:10.1109/TIT.2019.2909889>. Homepage: https://cran.r-project.org/web/packages/rrpack/index.html Source Code: https://github.com/cran/rrpack Dependencies: R Related Software: multiSnpnet; TensorFlow; secure; PEER; SOFAR Cited in: 2 Publications all top 5 Cited by 9 Authors 1 Dong, Ruipeng 1 Hastie, Trevor John 1 Li, Daoji 1 Li, Ruilin 1 Qian, Junyang 1 Rivas, Manuel A. 1 Tanigawa, Yosuke 1 Tibshirani, Robert John 1 Zheng, Zemin Cited in 2 Serials 1 Computational Statistics and Data Analysis 1 The Annals of Applied Statistics Cited in 2 Fields 2 Statistics (62-XX) 1 Computer science (68-XX) Citations by Year