{ "_id": "6a1426e6acfb0bcc41d3fc77", "Package": "MKendall", "Type": "Package", "Title": "Matrix Kendall's Tau and Matrix Elliptical Factor Model", "Version": "1.5-4", "Authors@R": "c(person(\"Yong\",\"He\",role=c(\"aut\")),person(\"Yalin\",\"Wang\",role=c(\"aut\",\"cre\"),email=\"wangyalin@mail.sdu.edu.cn\"),person(\"Long\",\"Yu\",role=c(\"aut\")),person(\"Wang\",\"Zhou\",role=c(\"aut\")),person(\"Wenxin\",\"Zhou\",role=c(\"aut\")))", "Author": "Yong He [aut], Yalin Wang [aut, cre], Long Yu [aut], Wang Zhou\n[aut], Wenxin Zhou [aut]", "Maintainer": "Yalin Wang ", "Description": "Large-scale matrix-variate data have been widely observed\nnowadays in various research areas such as finance, signal\nprocessing and medical imaging. Modelling matrix-valued data by\nmatrix-elliptical family not only provides a flexible way to\nhandle heavy-tail property and tail dependencies, but also\nmaintains the intrinsic row and column structure of random\nmatrices. We proposed a new tool named matrix Kendall's tau\nwhich is efficient for analyzing random elliptical matrices. By\napplying this new type of Kendell’s tau to the matrix\nelliptical factor model, we propose a Matrix-type Robust\nTwo-Step (MRTS) method to estimate the loading and factor\nspaces. See the details in He at al. (2022) .\nIn this package, we provide the algorithms for calculating\nsample matrix Kendall's tau, the MRTS method and the Matrix\nKendall's tau Eigenvalue-Ratio (MKER) method which is used for\ndetermining the number of factors.", "License": "GPL-2", "Encoding": "UTF-8", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-25 10:37:19 UTC", "User": "root" }, "Repository": "https://wangyalin09.r-universe.dev", "Date/Publication": "2024-03-12 02:29:54 UTC", "RemoteUrl": "https://github.com/cran/MKendall", "RemoteRef": "HEAD", "RemoteSha": "ef74a81d3b243751be248f37e972f7bc453de01e", "MD5sum": "1e987a82a07394859c1098504bb740f8", "_user": "wangyalin09", "_type": "src", "_file": "MKendall_1.5-4.tar.gz", "_fileid": "cd9cc603e44ee31d9ede15a7b77a735d2db42acaf0db9e401e3cb31105c4670a", "_filesize": 102648, "_sha256": "cd9cc603e44ee31d9ede15a7b77a735d2db42acaf0db9e401e3cb31105c4670a", "_created": "2026-05-25T10:37:19.000Z", "_published": "2026-05-25T10:39:34.596Z", "_distro": "noble", 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