pdSpecEst: Positive-Definite Wavelet-Based Multivariate Spectral Analysis

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

Version: 1.0.0
Depends: R (≥ 3.3.1)
Imports: astsa, Rcpp
LinkingTo: Rcpp, RcppArmadillo (≥ 0.7.500.0.0)
Suggests: knitr, rmarkdown, testthat
Published: 2017-01-16
Author: Joris Chau [aut, cre]
Maintainer: Joris Chau <j.chau at uclouvain.be>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/JorisChau/pdSpecEst
NeedsCompilation: yes
SystemRequirements: GNU make, C++11
Materials: README NEWS
CRAN checks: pdSpecEst results

Downloads:

Reference manual: pdSpecEst.pdf
Vignettes: "The 'pdSpecEst' package"
Package source: pdSpecEst_1.0.0.tar.gz
Windows binaries: r-devel: pdSpecEst_1.0.0.zip, r-release: pdSpecEst_1.0.0.zip, r-oldrel: not available
OS X Mavericks binaries: r-release: pdSpecEst_1.0.0.tgz, r-oldrel: not available

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