CRAN/E | pdSpecEst

pdSpecEst

An Analysis Toolbox for Hermitian Positive Definite Matrices

Installation

About

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.

github.com/JorisChau/pdSpecEst
System requirements GNU make, C++11

Key Metrics

Version 1.2.4
R ≥ 3.4.0
Published 2020-01-08 1736 days ago
Needs compilation? yes
License GPL-2
CRAN checks pdSpecEst results

Downloads

Yesterday 3 +200%
Last 7 days 30 -58%
Last 30 days 206 -9%
Last 90 days 885 +51%
Last 365 days 2.925 +6%

Maintainer

Maintainer

Joris Chau

Authors

Joris Chau

aut / cre

Material

README
NEWS
Reference manual
Package source

Vignettes

"Data depth and rank-based tests for HPD matrices"
"Wavelet-based multivariate Fourier spectral estimation"

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

pdSpecEst archive

Depends

R ≥ 3.4.0

Imports

multitaper
Rcpp
ddalpha
Rdpack

Suggests

knitr
rmarkdown
testthat
grid
ggplot2
reshape2
viridis
ggthemes

LinkingTo

Rcpp
RcppArmadillo ≥ 0.7.500.0.0