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) intrinsic wavelet transforms for curves (1D) or surfaces (2D) of Hermitian positive definite matrices with applications to dimension reduction, denoising and clustering in the space of Hermitian positive definite matrices; and (ii) exploratory data analysis and inference for samples of positive definite matrices by means of intrinsic data depth functions and rankbased hypothesis tests in the space of Hermitian positive definite matrices.
Package details 


Author  Joris Chau [aut, cre] 
Maintainer  Joris Chau <joris.chau@openanalytics.eu> 
License  GPL2 
Version  1.2.4 
URL  https://github.com/JorisChau/pdSpecEst 
Package repository  View on CRAN 
Installation 
Install the latest version of this package by entering the following in R:

Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.