jointMeanCov

cranv0.1.0

Joint Mean and Covariance Estimation for Matrix-Variate Data. Jointly estimates two-group means and covariances for matrix-variate data and calculates test statistics. This package implements the algorithms defined in Hornstein, Fan, Shedden, and Zhou (2018) <doi:10.1080/01621459.2018.1429275>.

License GPL-2strong copyleft0 versions1 maintainers3 deps65 weekly dl
https://CRAN.R-project.org/package=jointMeanCov
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First published · 2019-05-04 09:14:20

Last updated · 2019-05-04T06:40:02+00:00