Reduced Rank Regression

Fit multivariate linear regression with a specified reduced coefficient rank.

https://github.com/cmccomb/RedRank

Version 1.1.1 (6.36 KB)
439 Downloads
(1)
15 Oct 2026
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  • Install in MATLAB

    Requires R2026b and later. Learn more
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more

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Cite As

Chris McComb (2026). Reduced Rank Regression (https://github.com/cmccomb/RedRank), GitHub. Retrieved .

Categories

Find more on Multivariate Models in Help Center and MATLAB Answers

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.1.1

Restored GitHub source and added MATLAB regression tests confirming ranks above six and leading-component selection.
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  • Install in MATLAB

    Requires R2026b and later. Learn more
1.1.0

Added image.
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  • Install in MATLAB

    Requires R2026b and later. Learn more
To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.