MKendall

1.5-4

Matrix Kendall's Tau and Matrix Elliptical Factor Model

0packages depend

2.2Kdownloads / year

–test coverage

11/13checks pass

Overview

About

Maintained by Yalin WangFirst published 2024-03-111 releasesCRAN page ↗

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.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("MKendall")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# one-time r2u setup for Ubuntu (noble)

curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash

# then install

sudo apt install r-cran-mkendall

Fast Ubuntu binaries via r2u (no compilation). Run the setup once per machine.

bspm (used by r2u) also needs make: sudo apt install make

sudo dnf copr enable iucar/cran

sudo dnf install R-CRAN-MKendall

RPMs from the iucar/cran COPR, rebuilt from CRAN.

sudo zypper install R-MKendall

RPMs auto-built from CRAN on openSUSE OBS.

Health

CRAN checks

2NOTE11OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

None

Vignettes

README

Dependencies · direct

Check history

NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

2.2K

CRAN downloads in the past year

Rank #21,968 · ~6/day · ~185/mo

Releases R versions

MKendall

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19830 days

54590 days

2.2K1 year

Also on95 r2u9 autocran

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Dependencies

Declared dependencies

0 external dependencies (excludes base and recommended)

Depends (0)

none

Imports (0)

none

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Reverse dependencies

0direct

–indirect (not tracked)

Nothing depends on this yet.

Code

230Lines of code

3Exported functions

Code & tests

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Line coverage

–

Expression

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Tests / Examples

–

Functions

7 3 exported

Complexity

1.7 avg / 3 max

Call network

7 nodes / 4 edges

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Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (5)

Maintainer (1)

Yalin Wang

Author, Maintainer

Authors (4)

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Release timeline

1 releases. Pick two to compare their code metrics; R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
1.5-4Latest
2026-03-10 · current release

Package metadata

First published: 2024-03-11
Total releases: 1 / 2 yrs
License: GPL-2 OSI
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet