Covariance Estimation for Matrix Data with the Kronecker-Core Decomposition

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Documentation for package ‘covKCD’ version 0.1

• DESCRIPTION file.

Help Pages

ca2cm	Covariance array to covariance matrix
cm2ca	Covariance matrix to covariance array
covCSE	Empirical Bayes core shrinkage covariance estimator
covKCD	Kronecker-core covariance decomposition
lmvgamma	Log multivariate gamma function
mcov	Matrix-variate covariance matrix
msqrt	Symmetric square root of a matrix
msqrtInv	Inverse symmetric square root of a matrix