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pdSpecEst
View on CRAN: Click
here
Download and install pdSpecEst package within the R console
Install from CRAN:
install.packages("pdSpecEst")
Install from Github:
library("remotes")
install_github("cran/pdSpecEst") Install by package version:
library("remotes")
install_version("pdSpecEst", "1.2.6") Attach the package and use:
library("pdSpecEst")
Maintained by
Joris Chau
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All associated links for this package
First Published: 2017-01-16
Latest Update: 2020-01-08
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.
How to cite:
Joris Chau (2017). pdSpecEst: An Analysis Toolbox for Hermitian Positive Definite Matrices. R package version 1.2.6, https://cran.r-project.org/web/packages/pdSpecEst. Accessed 28 Jun. 2026.
Previous versions and publish date:
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imports, suggests or enhances
Complete documentation for pdSpecEst
Functions, R codes and Examples using
the pdSpecEst R package
Some associated functions: Expm . H.coeff . InvWavTransf1D . InvWavTransf2D . Logm . Mid . WavTransf1D . WavTransf2D . pdCART . pdDepth . pdDist . pdMean . pdMedian . pdNeville . pdParTrans . pdPgram . pdPgram2D . pdPolynomial . pdRankTests . pdSpecClust1D . pdSpecClust2D . pdSpecEst . pdSpecEst1D . pdSpecEst2D . pdSplineReg . pdkMeans . rARMA . rExamples1D . rExamples2D .
Some associated R codes: RcppExports.R . benchmark.R . cluster.R . depth.R . estimation.R . examples.R . impute.R . invwavtrans.R . meandist.R . pdSpecEst.R . pgram.R . polynomial.R . ranktests.R . wavtrans.R . Full pdSpecEst package functions and examples
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