covKCD
Covariance Estimation for Matrix Data with the Kronecker-Core Decomposition
Description
Matrix-variate covariance estimation via the Kronecker-core decomposition. Computes the Kronecker and core covariance matrices corresponding to an arbitrary covariance matrix, and provides an empirical Bayes covariance estimator that adaptively shrinks towards the space of separable covariance matrices. For details, see Hoff, McCormack and Zhang (2022) <arXiv:2207.12484> "Core Shrinkage Covariance Estimation for Matrix-variate data".
Downloads
244
Last 30 days
20349th
701
Last 90 days
2.9K
Last year
Trend: +33.3% (30d vs prior 30d)
0
Last 30 days
23
Last 90 days
120
Last year
Trend: -100% (30d vs prior 30d)
6
Last 7 days
7
Last 30 days
3
All-time
autoCRAN-only: this name is served only by autoCRAN, so the count is exact.
CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (2 non-OK)
CRAN incoming feasibility
Maintainer: ‘Peter Hoff <peter.hoff@duke.edu>’ The Description field contains McCormack and Zhang (2022) <arXiv:2207.12484> "Core Shrinkage Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
CRAN incoming feasibility
Maintainer: ‘Peter Hoff <peter.hoff@duke.edu>’ The Description field contains McCormack and Zhang (2022) <arXiv:2207.12484> "Core Shrinkage Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
CRAN incoming feasibility
Maintainer: ‘Peter Hoff <peter.hoff@duke.edu>’ The Description field contains McCormack and Zhang (2022) <arXiv:2207.12484> "Core Shrinkage Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
CRAN incoming feasibility
Maintainer: ‘Peter Hoff <peter.hoff@duke.edu>’ The Description field contains McCormack and Zhang (2022) <arXiv:2207.12484> "Core Shrinkage Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
Code & tests
Open call graph →Line coverage
–
Expression
–
Tests / Examples
–
Functions
8 8 exported
Complexity
3 avg / 9 max
Call network
8 nodes / 5 edges
Test coverage has not been measured for this package yet; nodes fall back to a neutral fill.
Lowest coverage
Per-function coverage is not measured for this package yet.
Code
Structure
Lines of code
630
Files
14
Compiled share
0%
Has compiled src
No
Language breakdown
API
Exported functions
8
Internal functions
0
Recent export changes
Testing & CI
Has tests
No
Test-to-code ratio
0.00
testthat edition
–
CI present
No
CI type
[]
PR gated
No
Docs
Return-value doc rate
100%
\dontrun example ratio
0%
Roxygen coverage
100%
Has pkgdown
No
NEWS present
No
Health & Security signals
Informational signals; not verdicts.
on.exit coverage
–
Unsafe pattern score
0
Dep constraint coverage
–
Secret pattern count
0
Bundled 3rd-party code
2 items
Portability & License
Min R version
–
System requirements
–
C++ standard
–
License
GPL-3
License flags
SPDX valid, OSI approved
History
Versions
1
First release
2022-08-13
Latest release
2022-08-13
Avg cadence
–
Cold removal rate
–
Dep drift
0
Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.
Version History
1 trackedR Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Aug 13, 2022. Releases before tracking aren’t shown.