jointMeanCov: Joint Mean and Covariance Estimation for Matrix-Variate Data

Jointly estimates two-group means and covariances for matrix-variate data and calculates test statistics. This package implements the algorithms defined in Hornstein, Fan, Shedden, and Zhou (2018) <doi:10.1080/01621459.2018.1429275>.

Getting started

Package details

AuthorMichael Hornstein [aut, cre], Roger Fan [aut], Kerby Shedden [aut], Shuheng Zhou [aut]
MaintainerMichael Hornstein <mdhornstein@gmail.com>
LicenseGPL-2
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("jointMeanCov")

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jointMeanCov documentation built on May 6, 2019, 1:09 a.m.