The folder contains main MATLAB functions for implementing the integrative reduced rank regression method. The method provides a flexible tool box for multivariate regression analysis with multi-view predictors.
Main files:
iRRR_binary3.m a function for multivariate regression with binary responses and multi-view predictors
iRRR_normal3.m a function for multivariate regression with continuous responses and multi-view predictors
Sim_Normal_Setting.m a file with different simulation settings under the Gaussian assumption (i.e., Settings 1-5 in the main paper)
Sim_Normal_Run.m a file that implements iRRR under the settings from Sim_Normal_Setting.m (the results replicate those of iRRR in the main paper)
Sim_Binary_Setting.m a file with different simulation settings under the bianry assumption (i.e., Settings 6-7 in the main paper)
Sim_Binary_Run.m a file that implements iRRR under the settings from Sim_Binary_Setting.m (the results replicate those of iRRR in the main paper)
Contact: Gen Li, PhD
Assistant Professor of Biostatistics, Columbia University
Email: gl2521@columbia.edu
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Last updated: 6/27/2018