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MKendall
View on CRAN: Click
here
Download and install MKendall package within the R console
Install from CRAN:
install.packages("MKendall")
Install from Github:
library("remotes")
install_github("cran/MKendall")
Install by package version:
library("remotes")
install_version("MKendall", "1.5-4")
Attach the package and use:
library("MKendall")
Maintained by
Yalin Wang
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[Scholar Profile | Author Map]
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First Published: 2024-03-11
Latest Update: 2024-03-11
Description:
Large-scale matrix-variate data have been widely observed nowadays in various research areas such as finance, signal processing and medical imaging. Modelling matrix-valued data by matrix-elliptical family not only provides a flexible way to handle heavy-tail property and tail dependencies, but also maintains the intrinsic row and column structure of random matrices. We proposed a new tool named matrix Kendall's tau which is efficient for analyzing random elliptical matrices. By applying this new type of Kendell
How to cite:
Yalin Wang (2024). MKendall: Matrix Kendall's Tau and Matrix Elliptical Factor Model. R package version 1.5-4, https://cran.r-project.org/web/packages/MKendall. Accessed 21 Nov. 2024.
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