Other packages > Find by keyword >

covKCD  

Covariance Estimation for Matrix Data with the Kronecker-Core Decomposition
View on CRAN: Click here


Download and install covKCD package within the R console
Install from CRAN:
install.packages("covKCD")

Install from Github:
library("remotes")
install_github("cran/covKCD")

Install by package version:
library("remotes")
install_version("covKCD", "0.1")



Attach the package and use:
library("covKCD")
Maintained by
Peter Hoff
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-08-13
Latest Update: 2022-08-13
Description:
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) "Core Shrinkage Covariance Estimation for Matrix-variate data".
How to cite:
Peter Hoff (2022). covKCD: Covariance Estimation for Matrix Data with the Kronecker-Core Decomposition. R package version 0.1, https://cran.r-project.org/web/packages/covKCD. Accessed 04 Jun. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited covKCD R package
View covKCD citation profile
Other R packages that covKCD depends, imports, suggests or enhances
Complete documentation for covKCD
Functions, R codes and Examples using the covKCD R package
Some associated functions: ca2cm . cm2ca . covCSE . covKCD . lmvgamma . mcov . msqrt . msqrtInv . 
Some associated R codes: Full covKCD package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

crplyr  
A 'dplyr' Interface for Crunch
In order to facilitate analysis of datasets hosted on the Crunch data platform ...
Download / Learn more Package Citations See dependency  
golem  
A Framework for Robust Shiny Applications
An opinionated framework for building a production-ready 'Shiny' application. This package contains ...
Download / Learn more Package Citations See dependency  
shinybusy  
Busy Indicators and Notifications for 'Shiny' Applications
Add indicators (spinner, progress bar, gif) in your 'shiny' applications to show the user that the ...
Download / Learn more Package Citations See dependency  
AMPLE  
Shiny Apps to Support Capacity Building on Harvest Control Rules
Three Shiny apps are provided that introduce Harvest Control Rules (HCR) for fisheries management. ...
Download / Learn more Package Citations See dependency  
phers  
Calculate Phenotype Risk Scores
Use phenotype risk scores based on linked clinical and genetic data to study Mendelian disease and ...
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  

27,268

R Packages

233,548

Dependencies

72,590

Author Associations

27,205

Publication Badges

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