jointMeanCov: 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>.

Version: 0.1.0
Imports: glasso, graphics, stats
Suggests: knitr, rmarkdown, testthat
Published: 2019-05-04
Author: Michael Hornstein [aut, cre], Roger Fan [aut], Kerby Shedden [aut], Shuheng Zhou [aut]
Maintainer: Michael Hornstein <mdhornstein at gmail.com>
License: GPL-2
NeedsCompilation: no
CRAN checks: jointMeanCov results

Downloads:

Reference manual: jointMeanCov.pdf
Package source: jointMeanCov_0.1.0.tar.gz
Windows binaries: r-devel: jointMeanCov_0.1.0.zip, r-devel-gcc8: jointMeanCov_0.1.0.zip, r-release: jointMeanCov_0.1.0.zip, r-oldrel: jointMeanCov_0.1.0.zip
OS X binaries: r-release: jointMeanCov_0.1.0.tgz, r-oldrel: jointMeanCov_0.1.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=jointMeanCov to link to this page.