riemtan-package {riemtan} | R Documentation |
riemtan: Riemannian Metrics for Symmetric Positive Definite Matrices
Description
Implements various Riemannian metrics for symmetric positive definite matrices, including AIRM (Affine Invariant Riemannian Metric, see Pennec, Fillard, and Ayache (2006) doi:10.1007/s11263-005-3222-z), Log-Euclidean (see Arsigny, Fillard, Pennec, and Ayache (2006) doi:10.1002/mrm.20965), Euclidean, Log-Cholesky (see Lin (2019) doi:10.1137/18M1221084), and Bures-Wasserstein metrics (see Bhatia, Jain, and Lim (2019) doi:10.1016/j.exmath.2018.01.002). Provides functions for computing logarithmic and exponential maps, vectorization, and statistical operations on the manifold of positive definite matrices.
Author(s)
Maintainer: Nicolas Escobar nescoba@iu.edu (ORCID)
Other contributors:
Jaroslaw Harezlak [thesis advisor]
See Also
Useful links:
[Package riemtan version 0.1.0 Index]