tensr (1.0.1)

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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. Details of the methods are described in Gerard and Hoff (2015) and Gerard and Hoff (2016) .

Maintainer: David Gerard
Author(s): David Gerard [aut, cre] (<https://orcid.org/0000-0001-9450-5023>), Peter Hoff [aut]

License: GPL-3

Uses: assertthat, testthat, knitr, rmarkdown, covr

Released about 1 year ago.

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