Covariance Inference and Decompositions for Tensor Datasets

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Documentation for package ‘tensr’ version 1.0.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

tensr-package	tensr: A package for Kronecker structured covariance inference.
amprod	k-mode product.
anorm_cd	Array normal conditional distributions.
array_bic_aic	Calculate the AIC and BIC.
arrIndices	Array indices.
atrans	Tucker product.
collapse_mode	Collapse multiple modes into one mode.
convert_cov	Convert the output from 'equi_mcmc' to component covariance matrices.
demean_tensor	Demeans array data.
equi_mcmc	Gibbs sampler using an invariant prior.
fnorm	Frobenius norm of an array.
get_equi_bayes	Get the Bayes rule under multiway Stein's loss.
get_isvd	Calculate the incredible SVD (ISVD).
holq	Calculate the incredible higher-order LQ decomposition (HOLQ).
hooi	Calculate the higher-order orthogonal iteration (HOOI).
hosvd	Calculate the (truncated) higher-order SVD (HOSVD).
ihop	The incredible higher-order polar decomposition (IHOP).
kendalltau	Kendall's tau measure of association.
Kom	Commutation matrix.
ldan	Log-likelihood of array normal model.
listprod	Element-wise matrix products between two lists.
lq	LQ decomposition.
lrt_null_dist_dim_same	Draw from null distribution of likelihood ratio test statistic.
lrt_stat	Calculate the likelihood ratio test statistic.
mat	Unfold a matrix.
mhalf	The symmetric square root of a positive definite matrix.
mle_from_holq	Get MLE from output of 'holq'.
multiway_takemura	Calculate a truncated multiway Takemura estimator.
multi_stein_loss	Calculate multiway Stein's loss from square root matrices.
multi_stein_loss_cov	Calculate multiway Stein's loss from component covariance matrices.
polar	The left polar decomposition.
qr2	QR Decomposition.
random_ortho	Generate a list of orthogonal matrices drawn from Haar distribution.
rmirror_wishart	Sample from the mirror-Wishart distribution.
rmvnorm	Multivariate normal simulation.
rsan	Standard normal array.
rwish	Wishart simulation.
sample_right_wishart	Gibbs update of 'Phi_inv'.
sample_sig	Update for total variation parameter in 'equi_mcmc'.
start_ident	Get list of identity matrices.
start_resids	Sample covariance matrices for each mode.
tensr	tensr: A package for Kronecker structured covariance inference.
topK	Top K elements of a vector.
tr	Trace of a matrix.
trim	Truncates small numbers to 0.
tsum	Tucker sum.
zscores	Normal scores.