covKCD

Description

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 matrices. For details, see Hoff, McCormack and Zhang (2022) <arXiv:2207.12484> "Core Shrinkage Covariance Estimation for Matrix-variate data".

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Maintainer: ‘Peter Hoff <peter.hoff@duke.edu>’

The Description field contains
  McCormack and Zhang (2022) <arXiv:2207.12484> "Core Shrinkage
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

Maintainer: ‘Peter Hoff <peter.hoff@duke.edu>’

The Description field contains
  McCormack and Zhang (2022) <arXiv:2207.12484> "Core Shrinkage
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

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Maintainer: ‘Peter Hoff <peter.hoff@duke.edu>’

The Description field contains
  McCormack and Zhang (2022) <arXiv:2207.12484> "Core Shrinkage
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

Maintainer: ‘Peter Hoff <peter.hoff@duke.edu>’

The Description field contains
  McCormack and Zhang (2022) <arXiv:2207.12484> "Core Shrinkage
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

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