Covariate Assisted Principal Regression
capr package documentation
Print method for CAP regression fits
Simulate covariance matrices compatible with capr()
Print method for capr.boot objects
Bootstrap confidence intervals for CAP coefficients
Covariate Assisted Principal (CAP) Regression
Cosine similarity between numeric vectors
Flury-Gautschi Common Principal Components
Log deviation from diagonality
Plot deviation diagnostics by component count
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>.