ca2cm                   Covariance array to covariance matrix
cm2ca                   Covariance matrix to covariance array
covCSE                  Empirical Bayes core shrinkage covariance
                        estimator
covKCD                  Kronecker-core covariance decomposition
lmvgamma                Log multivariate gamma function
mcov                    Matrix-variate covariance matrix
msqrt                   Symmetric square root of a matrix
msqrtInv                Inverse symmetric square root of a matrix
