tensr: Covariance Inference and Decompositions for Tensor Datasets
Version 1.0.0

A collection of functions for Kronecker structured covariance estimation and testing under the array normal model. For estimation, maximum likelihood and Bayesian equivariant estimation procedures are implemented. For testing, a likelihood ratio testing procedure is available. This package also contains additional functions for manipulating and decomposing tensor data sets. This work was partially supported by NSF grant DMS-1505136.

Package details

AuthorDavid Gerard [aut, cre], Peter Hoff [aut]
Date of publication2016-02-03 22:04:38
MaintainerDavid Gerard <dcgerard@uchicago.edu>
LicenseGPL-3
Version1.0.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("tensr")

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tensr documentation built on May 29, 2017, 9:44 a.m.