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.


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install.packages("tensr")

1.0.0 by David Gerard, a year ago


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


Authors: David Gerard [aut, cre], Peter Hoff [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports stats

Suggests knitr, rmarkdown


See at CRAN