pdSpecEst

An Analysis Toolbox for Hermitian Positive Definite Matrices

An implementation of data analysis tools for samples of symmetric or Hermitian positive definite matrices, such as collections of covariance matrices or spectral density matrices. The tools in this package can be used to perform: (i) intrinsic wavelet transforms for curves (1D) or surfaces (2D) of Hermitian positive definite matrices with applications to dimension reduction, denoising and clustering in the space of Hermitian positive definite matrices; and (ii) exploratory data analysis and inference for samples of positive definite matrices by means of intrinsic data depth functions and rank-based hypothesis tests in the space of Hermitian positive definite matrices.

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Description file content

Package
pdSpecEst
Type
Package
Title
An Analysis Toolbox for Hermitian Positive Definite Matrices
Version
1.2.2
Description
An implementation of data analysis tools for samples of symmetric or Hermitian positive definite matrices, such as collections of covariance matrices or spectral density matrices. The tools in this package can be used to perform: (i) intrinsic wavelet transforms for curves (1D) or surfaces (2D) of Hermitian positive definite matrices with applications to dimension reduction, denoising and clustering in the space of Hermitian positive definite matrices; and (ii) exploratory data analysis and inference for samples of positive definite matrices by means of intrinsic data depth functions and rank-based hypothesis tests in the space of Hermitian positive definite matrices.
URL
Depends
R (>= 3.4.0)
License
GPL-2
LazyData
TRUE
Imports
multitaper, Rcpp, ddalpha, Rdpack
RdMacros
Rdpack
RoxygenNote
6.0.1
LinkingTo
Rcpp, RcppArmadillo (>= 0.7.500.0.0)
SystemRequirements
GNU make, C++11
Suggests
knitr, rmarkdown, testthat, grid, ggplot2, reshape2, viridis, ggthemes
VignetteBuilder
knitr
NeedsCompilation
yes
Packaged
2018-07-10 19:42:23 UTC; jchau
Author
Joris Chau [aut, cre]
Maintainer
Joris Chau
Repository
CRAN
Date/Publication
2018-07-10 20:10:08 UTC

install.packages('pdSpecEst')

1.2.2

6 days ago

https://github.com/JorisChau/pdSpecEst

Joris Chau

GPL-2

Depends on

R (>= 3.4.0)

Imports

multitaper, Rcpp, ddalpha, Rdpack

Suggests

knitr, rmarkdown, testthat, grid, ggplot2, reshape2, viridis, ggthemes

Discussions