Learn R Programming

cap (version 1.0)

cap-package: Covariate Assisted Principal (CAP) Regression for Covariance Matrix Outcomes

Description

cap package performs Covariate Assisted Principal (CAP) Regression for covariance matrix outcomes. The method identifies the optimal projection direction which maximizes the log-likelihood function of the log-linear heteroscedastic regression model in the projection space.

Arguments

References

Zhao et al. (2018) Covariate Assisted Principal Regression for Covariance Matrix Outcomes <doi:10.1101/425033>