tensr: Covariance Inference and Decompositions for Tensor Datasets

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.

AuthorDavid Gerard [aut, cre], Peter Hoff [aut]
Date of publication2016-02-03 22:04:38
MaintainerDavid Gerard <dcgerard@uchicago.edu>

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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/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/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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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