Generate rank-specific matrices by combining the left and right components.
get_rlist.RdGenerate rank-specific matrices by combining the left and right components of the coefficeint Bhat. In our formula, Bhat is stored as LeftBhatlambda_k (the left component vectors, p times r matrix) and RightBhatlambda_k (the right component vectors, q times r) for each lambda value. Here, n is the number of samples, p is the number of variables of X, q is the number of variables of Y, and r is the specified rank in the Ridge Redundancy Analysis.