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sBIC (version 0.2.0)

ReducedRankRegressions: Construct a poset of reduced rank regression models.

Description

Creates an object representing a collection of reduced rank regression models. There is one model for each fixed rank from 1 to some specified maximum. In particular each model is identified by a single number specifiying the rank of the regression matrix in the model. Models are naturally ordered by inclusion so that, for example, a model with 2 rank 2 comes before before a model with rank 3 or greater.

Usage

ReducedRankRegressions(numResponses, numCovariates, maxRank)

Arguments

numResponses
the number of response variables.
numCovariates
the number of covariates.
maxRank
the largest rank model to be included in the collection.

Value

An object representing the collection.