pdSpecEst: pdSpecEst: An Analysis Toolbox for Hermitian Positive...

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The pdSpecEst (positive definite Spectral Estimation) package provides data analysis tools for samples of symmetric or Hermitian positive definite matrices, such as collections of positive definite covariance matrices or spectral density matrices.


The tools in this package can be used to perform:

For more details and examples on how to use the package see the accompanying vignettes in the vignettes folder. An R-Shiny app to demonstrate and test the implemented functionality in the package is available here.

Author and maintainer: Joris Chau (j.chau@uclouvain.be).

Install the current development version via devtools::install_github("JorisChau/pdSpecEst").


pdSpecEst documentation built on Jan. 8, 2020, 5:08 p.m.