pdSpecEst (1.2.1)

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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 manifold wavelet regression and clustering for curves (1D) or surfaces (2D) of Hermitian positive definite matrices, and (ii) exploratory data analysis and inference for samples of (curves of) Hermitian positive definite matrices by means of intrinsic manifold data depth and manifold rank-based hypothesis tests.

Maintainer: Joris Chau
Author(s): Joris Chau [aut, cre]

License: GPL-2

Uses: ddalpha, multitaper, Rcpp, ggplot2, testthat, reshape2, knitr, ggthemes, rmarkdown, viridis

Released 6 months ago.

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