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.


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


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

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