covKCD
cranv0.1Covariance Estimation for Matrix Data with the Kronecker-Core Decomposition. Matrix-variate covariance estimation via the Kronecker-core decomposition. Computes the Kronecker and core covariance matrices corresponding to an arbitrary covariance matrix, and provides an empirical Bayes covariance estimator that adaptively shrinks towards the space of separable covariance matri
License GPL-3strong copyleft0 versions1 maintainers0 deps84 weekly dl
https://CRAN.R-project.org/package=covKCD36
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curl https://depscope.dev/api/check/cran/covKCDFirst published · 2022-08-13 13:50:38
Last updated · 2022-08-13T11:20:08+00:00