Implementation of wavelet-based multivariate spectral density estimation and clustering methods in the Riemannian manifold of Hermitian and positive-definite matrices.
It appears you don't have a PDF plugin for this browser. You can
click here to download the reference manual.
Joris Chau, a month 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