riemtan: Riemannian Metrics for Symmetric Positive Definite Matrices
Implements various Riemannian metrics for symmetric positive definite matrices, including AIRM (Affine Invariant Riemannian Metric, <doi:10.1007/s11263-005-3222-z>), Log-Euclidean (<doi:10.1002/mrm.20965>), Euclidean, Log-Cholesky (<doi:10.1137/18M1221084>), and Bures-Wasserstein metrics (<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: |
0.2.5 |
| Depends: |
R (≥ 4.3.0) |
| Imports: |
arrow, future, furrr, jsonlite, Matrix, methods, R6, purrr, MASS, matrixStats, Rcpp (≥ 1.0.0) |
| LinkingTo: |
Rcpp, RcppEigen |
| Suggests: |
progressr, testthat (≥ 3.0.0), knitr, rmarkdown |
| Published: |
2025-11-10 |
| 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: |
yes |
| Materials: |
README, NEWS |
| CRAN checks: |
riemtan results |
Documentation:
Downloads:
Reverse dependencies:
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