An Analysis Toolbox for Hermitian Positive Definite Matrices

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Documentation for package ‘pdSpecEst’ version 1.2.4

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

pdSpecEst-package	pdSpecEst: An Analysis Toolbox for Hermitian Positive Definite Matrices
Expm	Riemannian HPD exponential map
H.coeff	Orthonormal basis expansion of a Hermitian matrix
InvWavTransf1D	Inverse AI wavelet transform for curve of HPD matrices
InvWavTransf2D	Inverse AI wavelet transform for surface of HPD matrices
Logm	Riemannian HPD logarithmic map
Mid	Geodesic midpoint between HPD matrices
pdCART	Tree-structured trace thresholding of wavelet coefficients
pdDepth	Data depth for HPD matrices
pdDist	Compute distance between two HPD matrices
pdkMeans	K-means clustering for HPD matrices
pdMean	Weighted Karcher mean of HPD matrices
pdMedian	Weighted intrinsic median of HPD matrices
pdNeville	Polynomial interpolation of curves (1D) or surfaces (2D) of HPD matrices
pdParTrans	Riemannian HPD parallel transport
pdPgram	Multitaper HPD periodogram matrix
pdPgram2D	Multitaper HPD time-varying periodogram matrix
pdPolynomial	Generate intrinsic HPD polynomial curves
pdRankTests	Rank-based hypothesis tests for HPD matrices
pdSpecClust1D	Intrinsic wavelet HPD spectral matrix clustering
pdSpecClust2D	Intrinsic wavelet HPD time-varying spectral clustering
pdSpecEst	pdSpecEst: An Analysis Toolbox for Hermitian Positive Definite Matrices
pdSpecEst1D	Intrinsic wavelet HPD spectral estimation
pdSpecEst2D	Intrinsic wavelet HPD time-varying spectral estimation
pdSplineReg	Cubic smoothing spline regression for HPD matrices
rARMA	Simulate vARMA(2,2) time series
rExamples1D	Several example curves of HPD matrices
rExamples2D	Several example surfaces of HPD matrices
WavTransf1D	Forward AI wavelet transform for curve of HPD matrices
WavTransf2D	Forward AI wavelet transform for surface of HPD matrices