Implementation of wavelet-based multivariate spectral density estimation and clustering methods in the Riemannian manifold of Hermitian and positive-definite matrices.
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Joris Chau, 2 months ago
Browse source code at
Joris Chau [aut, cre]
GPL (>= 2)
Imports astsa, Rcpp
Suggests knitr, rmarkdown, testthat
Linking to Rcpp, RcppArmadillo
System requirements: GNU make, C++11
See at CRAN