| pdSpecEst-package | pdSpecEst: An Analysis Toolbox for Hermitian Positive Definite Matrices |
| Expm | Exponential map |
| H.coeff | Orthonormal basis expansion of a Hermitian matrix |
| InvWavTransf1D | Inverse average-interpolation 1D wavelet transform |
| InvWavTransf2D | Inverse average-interpolation 2D wavelet transform |
| Logm | Logarithmic map |
| Mid | Geodesic midpoint between HPD-matrices |
| ParTrans | Parallel transport |
| pdCART | Tree-structured trace thresholding of wavelet coefficients |
| pdConfInt1D | Intrinsic depth-based bootstrap confidence regions |
| pdDepth | Data depth for HPD matrices |
| pdDist | Compute distance between two HPD matrices |
| pdMean | Weighted geometric mean of HPD matrices |
| pdNeville | Polynomial interpolation of curves (1D) or surfaces (2D) of HPD matrices |
| pdPgram | Tapered HPD periodogram matrix |
| pdPgram2D | Tapered HPD time-varying periodogram matrix |
| pdPolynomial | Generate intrinsic HPD polynomial curves |
| pdRankTests | Rank-based hypothesis tests for HPD matrices |
| pdSpecClust1D | Intrinsic 1D wavelet-based clustering of multivariate spectra. |
| pdSpecClust2D | Intrinsic 2D wavelet-based clustering of multivariate time-varying spectra. |
| pdSpecEst | pdSpecEst: An Analysis Toolbox for Hermitian Positive Definite Matrices |
| pdSpecEst1D | Intrinsic 1D wavelet-based spectral matrix estimation |
| pdSpecEst2D | Intrinsic 2D wavelet-based time-varying spectral matrix estimation |
| pdSplineReg | Cubic smoothing spline regression for HPD matrices |
| rARMA | Simulate vARMA(2,2) time series observations |
| rExamples | Several example spectral matrices |
| rExamples2D | Several example time-varying spectral matrices |
| WavTransf1D | Forward average-interpolation 1D wavelet transform |
| WavTransf2D | Forward average-interpolation 2D wavelet transform |