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) .


Reference manual

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0.1.0 by Michael Hornstein, a year ago

Browse source code at

Authors: Michael Hornstein [aut, cre] , Roger Fan [aut] , Kerby Shedden [aut] , Shuheng Zhou [aut]

Documentation:   PDF Manual  

GPL-2 license

Imports glasso, graphics, stats

Suggests knitr, rmarkdown, testthat

See at CRAN