R: Covariance Estimation for Matrix Data with the Kronecker-Core Decomposition

# Covariance Estimation for Matrix Data with the Kronecker-Core Decomposition

## 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