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capr

Covariate Assisted Principal Regression

Covariate Assisted Principal Regression (CAPR) for multiple covariance-matrix outcomes. The method identifies (principal) projection directions that maximize the log-likelihood of a log-linear regression model of the covariates. See Zhao et al. (2021), "Covariate Assisted Principal Regression for Covariance Matrix Outcomes" <doi:10.1093/biostatistics/kxz057>.

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0.2.0 2026-04-09 windows/windows R-4.5 capr_0.2.0.zip 523.8 KiB

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