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) .


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install.packages("jointMeanCov")

0.1.0 by Michael Hornstein, 7 months ago


Browse source code at https://github.com/cran/jointMeanCov


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