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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]
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 24 Feb. 2025.
Previous versions and publish date:
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Complete documentation for MKendall
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Full MKendall package functions and examples
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