covKCD
Covariance Estimation for Matrix Data with the Kronecker-Core Decomposition
Matrix-variate covariance estimation via the Kronecker-core decomposition. Computes the Kronecker and core covariance matrices corresponding to an arbitrary covariance matrix, and provides an empirical Bayes covariance estimator that adaptively shrinks towards the space of separable covariance matrices. For details, see Hoff, McCormack and Zhang (2022) doi:10.48550/arXiv.2207.12484 "Core Shrinkage Covariance Estimation for Matrix-variate data".
- Version0.1
- R versionunknown
- LicenseGPL-3
- Needs compilation?No
- Last release08/13/2022
Team
Peter Hoff
Insights
Last 30 days
This package has been downloaded 251 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 8 times.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Last 365 days
This package has been downloaded 3,337 times in the last 365 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The day with the most downloads was Jul 21, 2024 with 72 downloads.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN