Package: covKCD 0.1
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) <arxiv:2207.12484> "Core Shrinkage Covariance Estimation for Matrix-variate data".
Authors:
covKCD_0.1.tar.gz
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covKCD_0.1.tgz(r-4.5-any)covKCD_0.1.tgz(r-4.4-any)covKCD_0.1.tgz(r-4.3-any)
covKCD_0.1.tar.gz(r-4.5-noble)covKCD_0.1.tar.gz(r-4.4-noble)
covKCD_0.1.tgz(r-4.4-emscripten)covKCD_0.1.tgz(r-4.3-emscripten)
covKCD.pdf |covKCD.html✨
covKCD/json (API)
| # Install 'covKCD' in R: |
| install.packages('covKCD', repos = c('https://pdhoff.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/pdhoff/covkcd/issues
Last updated 3 years agofrom:19ae9da116. Checks:9 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Mar 20 2025 |
| R-4.5-win | OK | Mar 20 2025 |
| R-4.5-mac | OK | Mar 20 2025 |
| R-4.5-linux | OK | Mar 20 2025 |
| R-4.4-win | OK | Mar 20 2025 |
| R-4.4-mac | OK | Mar 20 2025 |
| R-4.4-linux | OK | Mar 20 2025 |
| R-4.3-win | OK | Mar 20 2025 |
| R-4.3-mac | OK | Mar 20 2025 |
Exports:ca2cmcm2cacovCSEcovKCDlmvgammamcovmsqrtmsqrtInv
Dependencies:
