DESCRIPTION

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