riemtan: Riemannian Metrics for Symmetric Positive Definite Matrices
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.
Version: |
0.1.0 |
Depends: |
R (≥ 4.3.0), Matrix |
Imports: |
methods, expm, R6, purrr, MASS, furrr |
Suggests: |
testthat (≥ 3.0.0), knitr, rmarkdown |
Published: |
2025-04-23 |
DOI: |
10.32614/CRAN.package.riemtan |
Author: |
Nicolas Escobar
[aut, cre],
Jaroslaw Harezlak [ths] |
Maintainer: |
Nicolas Escobar <nescoba at iu.edu> |
BugReports: |
https://github.com/nicoesve/riemtan/issues |
License: |
MIT + file LICENSE |
URL: |
https://nicoesve.github.io/riemtan/ |
NeedsCompilation: |
no |
Materials: |
README NEWS |
CRAN checks: |
riemtan results |
Documentation:
Downloads:
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