I am looking to identify packages that allow for multivariate analysis.. e.g., multiple dependent variables (e.g., Y1, Y2, Y3, Y4) fit to the same set of predictors, in R.
I know it can be done through multivariate multiple regression with the lm function, but is there a way through neural nets, svm, any sort of ensemble methods; or just other methods to rpedict multiple dependent variables that are correlated.
