Package: pdSpecEst 1.2.4

Joris Chau

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.

Authors:Joris Chau [aut, cre]

pdSpecEst_1.2.4.tar.gz
pdSpecEst_1.2.4.tar.gz(r-4.5-noble)pdSpecEst_1.2.4.tar.gz(r-4.4-noble)
pdSpecEst_1.2.4.tgz(r-4.4-emscripten)pdSpecEst_1.2.4.tgz(r-4.3-emscripten)
pdSpecEst.pdf |pdSpecEst.html✨
pdSpecEst/json (API)
NEWS

# Install 'pdSpecEst' in R:
install.packages('pdSpecEst', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/jorischau/pdspecest/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

4.01 score 3 stars 34 scripts 201 downloads 28 exports 18 dependencies

Last updated 5 years agofrom:e8bc2a87ae. Checks:OK: 1 NOTE: 1. Indexed: no.

TargetResultDate
Doc / VignettesOKNov 19 2024
R-4.5-linux-x86_64NOTENov 19 2024

Exports:ExpmH.coeffInvWavTransf1DInvWavTransf2DLogmMidpdCARTpdDepthpdDistpdkMeanspdMeanpdMedianpdNevillepdParTranspdPgrampdPgram2DpdPolynomialpdRankTestspdSpecClust1DpdSpecClust2DpdSpecEst1DpdSpecEst2DpdSplineRegrARMArExamples1DrExamples2DWavTransf1DWavTransf2D

Dependencies:abindBHclassddalphaDEoptimRgeometrylinproglpSolvemagicMASSmultitaperrbibutilsRcppRcppArmadilloRcppProgressRdpackrobustbasesfsmisc

Data depth and rank-based tests for HPD matrices

Joris Chau

Rendered fromdepth_ranktests.Rmdusingknitr::rmarkdownon Nov 19 2024.

Last update: 2020-01-08
Started: 2017-07-02

Wavelet-based multivariate Fourier spectral estimation

Joris Chau

Rendered fromwavelet_est_clust.Rmdusingknitr::rmarkdownon Nov 19 2024.

Last update: 2020-01-08
Started: 2017-07-02

Readme and manuals

Help Manual

Help pageTopics
Riemannian HPD exponential mapExpm
Orthonormal basis expansion of a Hermitian matrixH.coeff
Inverse AI wavelet transform for curve of HPD matricesInvWavTransf1D
Inverse AI wavelet transform for surface of HPD matricesInvWavTransf2D
Riemannian HPD logarithmic mapLogm
Geodesic midpoint between HPD matricesMid
Tree-structured trace thresholding of wavelet coefficientspdCART
Data depth for HPD matricespdDepth
Compute distance between two HPD matricespdDist
K-means clustering for HPD matricespdkMeans
Weighted Karcher mean of HPD matricespdMean
Weighted intrinsic median of HPD matricespdMedian
Polynomial interpolation of curves (1D) or surfaces (2D) of HPD matricespdNeville
Riemannian HPD parallel transportpdParTrans
Multitaper HPD periodogram matrixpdPgram
Multitaper HPD time-varying periodogram matrixpdPgram2D
Generate intrinsic HPD polynomial curvespdPolynomial
Rank-based hypothesis tests for HPD matricespdRankTests
Intrinsic wavelet HPD spectral matrix clusteringpdSpecClust1D
Intrinsic wavelet HPD time-varying spectral clusteringpdSpecClust2D
pdSpecEst: An Analysis Toolbox for Hermitian Positive Definite MatricespdSpecEst-package pdSpecEst
Intrinsic wavelet HPD spectral estimationpdSpecEst1D
Intrinsic wavelet HPD time-varying spectral estimationpdSpecEst2D
Cubic smoothing spline regression for HPD matricespdSplineReg
Simulate vARMA(2,2) time seriesrARMA
Several example curves of HPD matricesrExamples1D
Several example surfaces of HPD matricesrExamples2D
Forward AI wavelet transform for curve of HPD matricesWavTransf1D
Forward AI wavelet transform for surface of HPD matricesWavTransf2D