Positive-Definite Wavelet-Based Multivariate Spectral Analysis

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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install.packages("pdSpecEst")

1.0.0 by Joris Chau, 2 months ago


https://github.com/JorisChau/pdSpecEst


Browse source code at https://github.com/cran/pdSpecEst


Authors: Joris Chau [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports astsa, Rcpp

Suggests knitr, rmarkdown, testthat

Linking to Rcpp, RcppArmadillo

System requirements: GNU make, C++11


See at CRAN