tensr (Q39991)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
Covariance Inference and Decompositions for Tensor Datasets
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | tensr |
Covariance Inference and Decompositions for Tensor Datasets |
Statements
24 July 2025
0 references
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>.
0 references
