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.


Reference manual

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1.0.0 by Joris Chau, 4 months ago


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