R: Joint Mean and Covariance Estimation for Matrix-Variate Data

# Joint Mean and Covariance Estimation for Matrix-Variate Data

## Documentation for package ‘jointMeanCov’ version 0.1.0

- DESCRIPTION file

## Help Pages

centerDataGLSModelSelection | Center Each Column By Subtracting Group or Global GLS Mean
centerDataTwoGroupsByIndices | Center Each Column by Subtracting Group Means
centerDataTwoGroupsByModelSelection | Center Each Column Based on Model Selection
GeminiB | Estimate Row-Row Covariance Structure Using Gemini
GeminiBPath | Estimate Row-Row Covariance Using Gemini for a Sequence of Penalties
GLSMeans | Generalized Least Squares
jointMeanCovGroupCen | Estimate Mean and Row-Row Correlation Matrix Using Group Centering
jointMeanCovModSelCen | Estimate Mean and Row-Row Correlation Matrix Using Model Selection
jointMeanCovStability | Estimate Mean and Correlation Structure Using Stability Selection
plot.jointMeanCov | Quantile Plot of Test Statistics
summary.jointMeanCov | Summary of Test Statistics
theoryRowpenUpperBound | Penalty Parameter for Covariance Estimation Based on Theory
theoryRowpenUpperBoundDiagA | Penalty Parameter for Covariance Estimation Based on Theory
twoGroupDesignMatrix | Design Matrix for Two-Group Mean Estimation