Man pages for JorisChau/pdSpecEst
An Analysis Toolbox for Hermitian Positive Definite Matrices

ExpmExponential map
H.coeffOrthonormal basis expansion of a Hermitian matrix
InvWavTransf1DInverse average-interpolation 1D wavelet transform
InvWavTransf2DInverse average-interpolation 2D wavelet transform
LogmLogarithmic map
MidGeodesic midpoint between HPD-matrices
ParTransParallel transport
pdCARTTree-structured trace thresholding of wavelet coefficients
pdConfInt1DIntrinsic depth-based bootstrap confidence regions
pdDepthData depth for HPD matrices
pdDistCompute distance between two HPD matrices
pdMeanWeighted geometric mean of HPD matrices
pdMedianWeighted intrinsic median of HPD matrices
pdNevillePolynomial interpolation of curves (1D) or surfaces (2D) of...
pdPgramTapered HPD periodogram matrix
pdPgram2DTapered HPD time-varying periodogram matrix
pdPolynomialGenerate intrinsic HPD polynomial curves
pdRankTestsRank-based hypothesis tests for HPD matrices
pdSpecClust1DIntrinsic 1D wavelet-based clustering of multivariate...
pdSpecClust2DIntrinsic 2D wavelet-based clustering of multivariate...
pdSpecEstpdSpecEst: An Analysis Toolbox for Hermitian Positive...
pdSpecEst1DIntrinsic 1D wavelet-based spectral matrix estimation
pdSpecEst2DIntrinsic 2D wavelet-based time-varying spectral matrix...
pdSplineRegCubic smoothing spline regression for HPD matrices
rARMASimulate vARMA(2,2) time series observations
rExamplesSeveral example spectral matrices
rExamples2DSeveral example time-varying spectral matrices
WavTransf1DForward average-interpolation 1D wavelet transform
WavTransf2DForward average-interpolation 2D wavelet transform
JorisChau/pdSpecEst documentation built on Feb. 19, 2018, 5:11 p.m.