CRAN
jointMeanCov 0.1.0
Joint Mean and Covariance Estimation for Matrix-Variate Data
Released May 4, 2019 by Michael Hornstein
This package can be loaded by Renjin but 13 out 22 tests failed.
Dependencies
Jointly estimates two-group means and covariances for matrix-variate data and calculates test statistics. This package implements the algorithms defined in Hornstein, Fan, Shedden, and Zhou (2018)
Installation
Maven
This package can be included as a dependency from a Java or Scala project by including
the following your project's pom.xml
file.
Read more
about embedding Renjin in JVM-based projects.
<dependencies> <dependency> <groupId>org.renjin.cran</groupId> <artifactId>jointMeanCov</artifactId> <version>0.1.0-b1</version> </dependency> </dependencies> <repositories> <repository> <id>bedatadriven</id> <name>bedatadriven public repo</name> <url>https://nexus.bedatadriven.com/content/groups/public/</url> </repository> </repositories>
Renjin CLI
If you're using Renjin from the command line, you load this library by invoking:
library('org.renjin.cran:jointMeanCov')
Test Results
This package was last tested against Renjin 0.9.2726 on May 7, 2019.
- Centering_helper_functions.centerDataGLSModelSelection_works_E1
- Centering_helper_functions.centerDataGLSModelSelection_works_E2
- Centering_helper_functions.centerDataGLSModelSelection_works_E3
- Centering_helper_functions.centerDataTwoGroupsByIndices_works_correctly
- Centering_helper_functions.centerDataTwoGroupsByModelSelection_works_correctly
- GeminiB-examples
- GeminiBPath-examples
- Test_GLS_functions.GLSMeans_works
- Test_GLS_functions.twoGroupDesignMatrix_works
- Testing_Algorithms_1,_2,_and_Stability_Selection.Algorithm_1_(group_centering)
- Testing_Algorithms_1,_2,_and_Stability_Selection.Algorithm_2_(model_selection_centering)
- Testing_Algorithms_1,_2,_and_Stability_Selection.Stability_selection
- Testing_GeminiB_and_GeminiBPath.GeminiBPath_estimates_valid_(inverse)_covariance_matrices
- Testing_GeminiB_and_GeminiBPath.GeminiB_estimates_valid_(inverse)_covariance_matrices
- jointMeanCovGroupCen-examples
- jointMeanCovModSelCen-examples
- jointMeanCovStability-examples
- plot.jointMeanCov-examples
- summary.jointMeanCov-examples
- testthat
- theoryRowpenUpperBound-examples
- theoryRowpenUpperBoundDiagA-examples