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riemtan: Riemannian Metrics for Symmetric Positive Definite Matrices
Implements various Riemannian metrics for symmetric positive definite matrices, including AIRM (Affine Invariant Riemannian Metric, see Pennec, Fillard, and Ayache (2006) <doi:10.1007/s11263-005-3222-z>), Log-Euclidean (see Arsigny, Fillard, Pennec, and Ayache (2006) <doi:10.1002/mrm.20965>), Euclidean, Log-Cholesky (see Lin (2019) <doi:10.1137/18M1221084>), and Bures-Wasserstein metrics (see Bhatia, Jain, and Lim (2019) <doi:10.1016/j.exmath.2018.01.002>). Provides functions for computing logarithmic and exponential maps, vectorization, and statistical operations on the manifold of positive definite matrices.
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Package details |
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| Author | Nicolas Escobar [aut, cre] (<https://orcid.org/0009-0006-0800-5692>), Jaroslaw Harezlak [ths] |
| Maintainer | Nicolas Escobar <nescoba@iu.edu> |
| License | MIT + file LICENSE |
| Version | 0.1.0 |
| URL | https://nicoesve.github.io/riemtan/ |
| Package repository | View on CRAN |
| Installation |
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