| Name : R-MKendall
| |
| Version : 1.5.4
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.2
| Date : 2024-06-14 11:02:42
|
| Group : Development/Libraries/Other
| Source RPM : R-MKendall-1.5.4-lp153.2.2.src.rpm
|
| Size : 0.02 MB
| |
| Packager : (none)
| |
| Summary : Matrix Kendall\'s Tau and Matrix Elliptical Factor Model
|
Description :
Large-scale matrix-variate data have been widely observed nowadays in
various research areas such as finance, signal processing and medical
imaging. Modelling matrix-valued data by matrix-elliptical family not
only provides a flexible way to handle heavy-tail property and tail
dependencies, but also maintains the intrinsic row and column structure
of random matrices. We proposed a new tool named matrix Kendall\'s tau
which is efficient for analyzing random elliptical matrices. By
applying this new type of Kendell’s tau to the matrix elliptical factor
model, we propose a Matrix-type Robust Two-Step (MRTS) method to
estimate the loading and factor spaces. See the details in He at al.
(2022) < arXiv:2207.09633>. In this package, we provide the algorithms
for calculating sample matrix Kendall\'s tau, the MRTS method and the
Matrix Kendall\'s tau Eigenvalue-Ratio (MKER) method which is used for
determining the number of factors.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
