covKCD

cranv0.1

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 matri

License GPL-3strong copyleft0 versions1 maintainers0 deps80 weekly dl
https://CRAN.R-project.org/package=covKCD
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First published · 2022-08-13 13:50:38

Last updated · 2022-08-13T11:20:08+00:00