tensr: Covariance Inference and Decompositions for Tensor Datasets

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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.

Author
David Gerard [aut, cre], Peter Hoff [aut]
Date of publication
2016-02-03 22:04:38
Maintainer
David Gerard <dcgerard@uchicago.edu>
License
GPL-3
Version
1.0.0

View on CRAN

Man pages

amprod
k-mode product.
anorm_cd
Array normal conditional distributions.
array_bic_aic
Calculate the AIC and BIC.
arrIndices
Array indices.
atrans
Tucker product.
collapse_mode
Collapse multiple modes into one mode.
convert_cov
Convert the output from 'equi_mcmc' to component covariance...
demean_tensor
Demeans array data.
equi_mcmc
Gibbs sampler using an invariant prior.
fnorm
Frobenius norm of an array.
get_equi_bayes
Get the Bayes rule under multiway Stein's loss.
get_isvd
Calculate the incredible SVD (ISVD).
holq
Calculate the incredible higher-order LQ decomposition...
hooi
Calculate the higher-order orthogonal iteration (HOOI).
hosvd
Calculate the (truncated) higher-order SVD (HOSVD).
ihop
The incredible higher-order polar decomposition (IHOP).
kendalltau
Kendall's tau measure of association.
Kom
Commutation matrix.
ldan
Log-likelihood of array normal model.
listprod
Element-wise matrix products between two lists.
lq
LQ decomposition.
lrt_null_dist_dim_same
Draw from null distribution of likelihood ratio test...
lrt_stat
Calculate the likelihood ratio test statistic.
mat
Unfold a matrix.
mhalf
The symmetric square root of a positive definite matrix.
mle_from_holq
Get MLE from output of 'holq'.
multi_stein_loss
Calculate multiway Stein's loss from square root matrices.
multi_stein_loss_cov
Calculate multiway Stein's loss from component covariance...
multiway_takemura
Calculate a truncated multiway Takemura estimator.
polar
The left polar decomposition.
qr2
QR Decomposition.
random_ortho
Generate a list of orthogonal matrices drawn from Haar...
rmirror_wishart
Sample from the mirror-Wishart distribution.
rmvnorm
Multivariate normal simulation.
rsan
Standard normal array.
rwish
Wishart simulation.
sample_right_wishart
Gibbs update of 'Phi_inv'.
sample_sig
Update for total variation parameter in 'equi_mcmc'.
start_ident
Get list of identity matrices.
start_resids
Sample covariance matrices for each mode.
tensr
tensr: A package for Kronecker structured covariance...
topK
Top K elements of a vector.
tr
Trace of a matrix.
trim
Truncates small numbers to 0.
tsum
Tucker sum.
zscores
Normal scores.

Files in this package

tensr
tensr/inst
tensr/inst/doc
tensr/inst/doc/equivariant_estimation.R
tensr/inst/doc/maximum_likelihood.html
tensr/inst/doc/equivariant_estimation.html
tensr/inst/doc/maximum_likelihood.R
tensr/inst/doc/maximum_likelihood.Rmd
tensr/inst/doc/equivariant_estimation.Rmd
tensr/NAMESPACE
tensr/R
tensr/R/hoff_functions.R
tensr/R/loss_functions.R
tensr/R/starting_values.R
tensr/R/basic_tensor.R
tensr/R/like_inference.R
tensr/R/tensor_decompositions.R
tensr/R/tensr.R
tensr/R/equi_mcmc.R
tensr/R/post_equi_mcmc.R
tensr/vignettes
tensr/vignettes/maximum_likelihood.Rmd
tensr/vignettes/equivariant_estimation.Rmd
tensr/MD5
tensr/build
tensr/build/vignette.rds
tensr/DESCRIPTION
tensr/man
tensr/man/anorm_cd.Rd
tensr/man/sample_sig.Rd
tensr/man/arrIndices.Rd
tensr/man/lq.Rd
tensr/man/rmvnorm.Rd
tensr/man/rmirror_wishart.Rd
tensr/man/get_isvd.Rd
tensr/man/atrans.Rd
tensr/man/fnorm.Rd
tensr/man/hooi.Rd
tensr/man/ihop.Rd
tensr/man/get_equi_bayes.Rd
tensr/man/mhalf.Rd
tensr/man/polar.Rd
tensr/man/rsan.Rd
tensr/man/mat.Rd
tensr/man/lrt_null_dist_dim_same.Rd
tensr/man/topK.Rd
tensr/man/amprod.Rd
tensr/man/hosvd.Rd
tensr/man/start_ident.Rd
tensr/man/zscores.Rd
tensr/man/convert_cov.Rd
tensr/man/qr2.Rd
tensr/man/tsum.Rd
tensr/man/listprod.Rd
tensr/man/tensr.Rd
tensr/man/sample_right_wishart.Rd
tensr/man/lrt_stat.Rd
tensr/man/collapse_mode.Rd
tensr/man/equi_mcmc.Rd
tensr/man/trim.Rd
tensr/man/random_ortho.Rd
tensr/man/demean_tensor.Rd
tensr/man/start_resids.Rd
tensr/man/kendalltau.Rd
tensr/man/array_bic_aic.Rd
tensr/man/holq.Rd
tensr/man/multi_stein_loss_cov.Rd
tensr/man/tr.Rd
tensr/man/mle_from_holq.Rd
tensr/man/multiway_takemura.Rd
tensr/man/multi_stein_loss.Rd
tensr/man/ldan.Rd
tensr/man/Kom.Rd
tensr/man/rwish.Rd