Covariance Matrix Adaption Evolutionary Strategy (cmaesr)
Pure R implementation of the Covariance Matrix Adaption – Evolution Strategy (CMA-ES) with optional restarts (IPOP-CMA-ES).
Covariance Inference and Decompositions for Tensor Datasets (tensr)
A collection of functions for Kronecker structured covariance estimation and testing under the array normal model. For estimation, maximum likelihood and Bayesian equivariant estimation procedures are implemented. For testing, a likelihood ratio testing procedure is available. This package also contains additional functions for manipulating and decomposing tensor data sets. This work was partially supported by NSF grant DMS-1505136.
Draw Venn Diagrams (venn)
Draws and displays Venn diagrams up to 7 sets, and any boolean union of set intersections.