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]
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 29 Mar. 2025.
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
02/2702/2803/0103/0203/0303/0403/0503/0603/0703/0803/0903/1003/1103/1203/1303/1403/1503/1603/1703/1803/1903/2003/2103/2203/2303/2403/2503/2603/2703/28Downloads for covKCD02468101214161820222426TrendBars

Today's Hot Picks in Authors and Packages

gglgbtq  
Show Pride on 'ggplot2' Plots
Provides multiple palettes based on pride flags with tailored themes. ...
Download / Learn more Package Citations See dependency  
landmix  
Landmark Prediction for Mixture Data
Non-parametric prediction of survival outcomes for mixture data that incorporates covariates and a l ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  

23,842

R Packages

207,311

Dependencies

64,420

Author Associations

23,781

Publication Badges

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