r-tensr 1.0.1
Propagated dependencies: r-assertthat@0.2.1
Channel: guix-cran
Home page: https://cran.r-project.org/package=tensr
Licenses: GPL 3
Synopsis: Covariance Inference and Decompositions for Tensor Datasets
Description:
This package provides 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. Details of the methods are described in Gerard and Hoff (2015) <doi:10.1016/j.jmva.2015.01.020> and Gerard and Hoff (2016) <doi:10.1016/j.laa.2016.04.033>.
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