pdSpecEst
An Analysis Toolbox for Hermitian Positive Definite Matrices
Description
An implementation of data analysis tools for samples of symmetric or Hermitian positive definite matrices, such as collections of covariance matrices or spectral density matrices. The tools in this package can be used to perform: (i) intrinsic wavelet transforms for curves (1D) or surfaces (2D) of Hermitian positive definite matrices with applications to dimension reduction, denoising and clustering in the space of Hermitian positive definite matrices; and (ii) exploratory data analysis and inference for samples of positive definite matrices by means of intrinsic data depth functions and rank-based hypothesis tests in the space of Hermitian positive definite matrices.
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CRAN Check Status
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (2 non-OK)
installed package size
installed size is 7.3Mb
sub-directories of 1Mb or more:
libs 6.4Mb
installed package size
installed size is 7.5Mb
sub-directories of 1Mb or more:
libs 6.5Mb
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 30, 2026
installed package size
installed size is 7.3Mb
sub-directories of 1Mb or more:
libs 6.4Mb
installed package size
installed size is 7.5Mb
sub-directories of 1Mb or more:
libs 6.5Mb
ERROR 11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 10, 2026
examples
Running examples in ‘pdSpecEst-Ex.R’ failed The error most likely occurred in: > ### Name: Expm > ### Title: Riemannian HPD exponential map > ### Aliases: Expm > > ### ** Examples > > ## Generate random Hermitian matrix > H <- matrix(complex(rea ...[truncated]... ower.tri(H)] > ## Generate random HPD matrix > p <- matrix(complex(real = rnorm(9), imaginary = rnorm(9)), nrow = 3) > P <- t(Conj(p)) %*% p > ## Compute exponential map > Expm(P, H) Error: sqrtmat_sympd(): transformation failed Execution halted
installed package size
installed size is 7.3Mb
sub-directories of 1Mb or more:
libs 6.4Mb
installed package size
installed size is 7.5Mb
sub-directories of 1Mb or more:
libs 6.5Mb