covKCD

Covariance Estimation for Matrix Data with the Kronecker-Core Decomposition

CRAN Package

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


Insights

Last 30 days

Last 365 days

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


Binaries