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.

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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
InstallationInstall the latest version of this package by entering the following in R:
install.packages("tensr")

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.

Functions

Kom Man page Source code
amprod Man page Source code
anorm_cd Man page Source code
arrIndices Man page Source code
array_bic_aic Man page Source code
atrans Man page Source code
collapse_mode Man page Source code
convert_cov Man page Source code
demean_tensor Man page Source code
equi_mcmc Man page Source code
fnorm Man page Source code
get_equi_bayes Man page Source code
get_isvd Man page Source code
holq Man page Source code
hooi Man page Source code
hosvd Man page Source code
ihop Man page Source code
kendalltau Man page Source code
ldan Man page Source code
listprod Man page Source code
lq Man page Source code
lrt_null_dist_dim_same Man page Source code
lrt_stat Man page Source code
mat Man page Source code
mhalf Man page Source code
mle_from_holq Man page Source code
multi_stein_loss Man page Source code
multi_stein_loss_cov Man page Source code
multiway_takemura Man page Source code
polar Man page Source code
qr2 Man page Source code
random_ortho Man page Source code
rmirror_wishart Man page Source code
rmvnorm Man page Source code
rsan Man page Source code
rwish Man page Source code
sample_right_wishart Man page Source code
sample_sig Man page Source code
start_ident Man page Source code
start_resids Man page Source code
tensr Man page
tensr-package Man page
topK Man page Source code
tr Man page Source code
trim Man page Source code
tsum Man page Source code
zscores Man page Source code

Files

inst
inst/doc
inst/doc/equivariant_estimation.R
inst/doc/maximum_likelihood.html
inst/doc/equivariant_estimation.html
inst/doc/maximum_likelihood.R
inst/doc/maximum_likelihood.Rmd
inst/doc/equivariant_estimation.Rmd
NAMESPACE
R
R/hoff_functions.R
R/loss_functions.R
R/starting_values.R
R/basic_tensor.R
R/like_inference.R
R/tensor_decompositions.R
R/tensr.R
R/equi_mcmc.R
R/post_equi_mcmc.R
vignettes
vignettes/maximum_likelihood.Rmd
vignettes/equivariant_estimation.Rmd
MD5
build
build/vignette.rds
DESCRIPTION
man
man/anorm_cd.Rd
man/sample_sig.Rd
man/arrIndices.Rd
man/lq.Rd
man/rmvnorm.Rd
man/rmirror_wishart.Rd
man/get_isvd.Rd
man/atrans.Rd
man/fnorm.Rd
man/hooi.Rd
man/ihop.Rd
man/get_equi_bayes.Rd
man/mhalf.Rd
man/polar.Rd
man/rsan.Rd
man/mat.Rd
man/lrt_null_dist_dim_same.Rd
man/topK.Rd
man/amprod.Rd
man/hosvd.Rd
man/start_ident.Rd
man/zscores.Rd
man/convert_cov.Rd
man/qr2.Rd
man/tsum.Rd
man/listprod.Rd
man/tensr.Rd
man/sample_right_wishart.Rd
man/lrt_stat.Rd
man/collapse_mode.Rd
man/equi_mcmc.Rd
man/trim.Rd
man/random_ortho.Rd
man/demean_tensor.Rd
man/start_resids.Rd
man/kendalltau.Rd
man/array_bic_aic.Rd
man/holq.Rd
man/multi_stein_loss_cov.Rd
man/tr.Rd
man/mle_from_holq.Rd
man/multiway_takemura.Rd
man/multi_stein_loss.Rd
man/ldan.Rd
man/Kom.Rd
man/rwish.Rd
tensr documentation built on May 19, 2017, 7:25 a.m.