Implementation of wavelet-based multivariate spectral density estimation and clustering methods in the Riemannian manifold of Hermitian and positive-definite matrices.

Documentation

Manual: pdSpecEst.pdf
Vignette: "The `pdSpecEst` package"

Maintainer: Joris Chau <j.chau at uclouvain.be>

Author(s): Joris Chau*

Install package and any missing dependencies by running this line in your R console:

install.packages("pdSpecEst")

Depends R (>= 3.3.1)
Imports astsa, Rcpp,
Suggests knitr, rmarkdown, testthat
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Linking to Rcpp, RcppArmadillo(>=0.7.500.0.0)
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Package pdSpecEst
Materials
URL https://github.com/JorisChau/pdSpecEst
Task Views
Version 1.0.0
Published 2017-01-16
License GPL (>= 2)
BugReports
SystemRequirements GNU make, C++11
NeedsCompilation yes
Citation
CRAN checks pdSpecEst check results
Package source pdSpecEst_1.0.0.tar.gz