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) manifold wavelet regression and clustering for curves of Hermitian positive definite matrices, and (ii) exploratory data analysis and inference for samples of (curves of) Hermitian positive definite matrices by means of manifold data depth and manifold rank-based hypothesis tests.


Reference manual

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1.1.1 by Joris Chau, 5 months ago,

Browse source code at

Authors: Joris Chau [aut, cre]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports astsa, multitaper, Rcpp, ddalpha

Suggests knitr, rmarkdown, testthat

Linking to Rcpp, RcppArmadillo

System requirements: GNU make, C++11

See at CRAN