Other packages > Find by keyword >

MKendall  

Matrix Kendall's Tau and Matrix Elliptical Factor Model
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
[Scholar Profile | Author Map]
All associated links for this package
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 07 Nov. 2024.
Previous versions and publish date:
No previous versions
Other packages that cited MKendall R package
View MKendall citation profile
Other R packages that MKendall depends, imports, suggests or enhances
Complete documentation for MKendall
Functions, R codes and Examples using the MKendall R package
Full MKendall package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

robregcc  
Robust Regression with Compositional Covariates
We implement the algorithm estimating the parameters of the robust regression model with composition ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
bacondecomp  
Goodman-Bacon Decomposition
Decomposition for differences-in-differences with variation in treatment timing from Goodman-Bacon ...
Download / Learn more Package Citations See dependency  
con2aqi  
Calculate the AQI from Pollutant Concentration
To calculate the AQI (Air Quality Index) from pollutant concentration data. O3, PM2.5, PM10, CO, SO ...
Download / Learn more Package Citations See dependency  

23,092

R Packages

198,677

Dependencies

62,675

Author Associations

23,089

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA