Package: RRRR
Type: Package
Title: Online Robust Reduced-Rank Regression Estimation
Version: 1.1.1
Authors@R: c(
     person("Yangzhuoran Fin", "Yang", email = "yangyangzhuoran@gmail.com", role = c("aut", "cre"), comment = c(ORCID = "0000-0002-1232-8017")), 
     person("Ziping", "Zhao", email = "ZhaoZiping@shanghaitech.edu.cn", role = c("aut"), comment = c(ORCID = "0000-0002-8668-6263"))
     )
Description: 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>.
License: GPL-3
Encoding: UTF-8
URL: https://pkg.yangzhuoranyang.com/RRRR/,
        https://github.com/FinYang/RRRR
BugReports: https://github.com/FinYang/RRRR/issues/
Imports: matrixcalc, expm, ggplot2, magrittr, mvtnorm, stats
Suggests: lazybar, knitr, rmarkdown
RoxygenNote: 7.2.3
Language: en-AU
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2023-02-24 03:52:12 UTC; fyan0012
Author: Yangzhuoran Fin Yang [aut, cre]
    (<https://orcid.org/0000-0002-1232-8017>),
  Ziping Zhao [aut] (<https://orcid.org/0000-0002-8668-6263>)
Maintainer: Yangzhuoran Fin Yang <yangyangzhuoran@gmail.com>
Repository: CRAN
Date/Publication: 2023-02-24 09:02:29 UTC
Built: R 4.6.0; ; 2026-04-28 10:20:07 UTC; unix
