Package: pdSpecEst 1.2.6

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_1.2.6.tar.gz
pdSpecEst_1.2.6.zip(r-4.7)pdSpecEst_1.2.6.zip(r-4.6)pdSpecEst_1.2.6.zip(r-4.5)
pdSpecEst_1.2.6.tgz(r-4.6-x86_64)pdSpecEst_1.2.6.tgz(r-4.6-arm64)pdSpecEst_1.2.6.tgz(r-4.5-x86_64)pdSpecEst_1.2.6.tgz(r-4.5-arm64)
pdSpecEst_1.2.6.tar.gz(r-4.7-arm64)pdSpecEst_1.2.6.tar.gz(r-4.7-x86_64)pdSpecEst_1.2.6.tar.gz(r-4.6-arm64)pdSpecEst_1.2.6.tar.gz(r-4.6-x86_64)
pdSpecEst_1.2.6.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
pdSpecEst/json (API)

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

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

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

On CRAN:

Conda:

openblascpp

4.59 score 1 stars 39 scripts 330 downloads 28 exports 18 dependencies

Last updated from:ca22d0fde3. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK205
linux-devel-x86_64OK192
source / vignettesOK284
linux-release-arm64OK176
linux-release-x86_64OK183
macos-release-arm64OK122
macos-release-x86_64OK443
macos-oldrel-arm64OK150
macos-oldrel-x86_64OK346
windows-develOK197
windows-releaseOK164
windows-oldrelOK162
wasm-releaseOK189

Exports:ExpmH.coeffInvWavTransf1DInvWavTransf2DLogmMidpdCARTpdDepthpdDistpdkMeanspdMeanpdMedianpdNevillepdParTranspdPgrampdPgram2DpdPolynomialpdRankTestspdSpecClust1DpdSpecClust2DpdSpecEst1DpdSpecEst2DpdSplineRegrARMArExamples1DrExamples2DWavTransf1DWavTransf2D

Dependencies:abindBHclassddalphaDEoptimRgeometrylinproglpSolvemagicMASSmultitaperrbibutilsRcppRcppArmadilloRcppProgressRdpackrobustbasesfsmisc

Wavelet-based multivariate Fourier spectral estimation
Standard nonparametric Fourier spectral matrix estimation | More flexible spectral matrix estimation | Wavelet-based spectral matrix estimation with pdSpecEst1D() | Nonlinear tree-structured wavelet thresholding | Linear wavelet thresholding | Estimation results | Wavelet-based time-varying spectral matrix estimation with pdSpecEst2D() | Simulate noisy HPD surfaces with rExamples2D() | Nonlinear and linear wavelet thresholding
Rendered fromwavelet_est_clust.Rmdusingknitr::rmarkdown

Last update: 2025-09-30
Started: 2017-07-02

Data depth and rank-based tests for HPD matrices
Introduction | Data depth of HPD matrices with pdDepth() | Rank-based tests for HPD matrices with pdRankTests() | References
Rendered fromdepth_ranktests.Rmdusingknitr::rmarkdown

Last update: 2019-12-21
Started: 2017-07-02

Readme and manuals

Help Manual

Help pageTopics
pdSpecEst: An Analysis Toolbox for Hermitian Positive Definite MatricespdSpecEst-package pdSpecEst
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
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