ksm: Kernel Density Estimation for Random Symmetric Positive Definite Matrices
Kernel smoothing for Wishart random matrices described in Daayeb, Khardani and Ouimet (2025) <doi:10.48550/arXiv.2506.08816>, Gaussian and log-Gaussian models using least square or likelihood cross validation criteria for optimal bandwidth selection.
| Version: | 1.0 |
| Depends: | R (≥ 2.10) |
| Imports: | Rcpp (≥ 1.0.12) |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | cubature, tinytest |
| Published: | 2025-10-28 |
| DOI: | 10.32614/CRAN.package.ksm (may not be active yet) |
| Author: | Leo Belzile  [aut,
cre],
Frederic Ouimet
[aut] |
| Maintainer: | Leo Belzile <belzilel at gmail.com> |
| BugReports: | https://github.com/lbelzile/ksm/issues |
| License: | MIT + file LICENSE |
| NeedsCompilation: | yes |
| Materials: | README |
| CRAN checks: | ksm results |
Documentation:
| Reference manual: | ksm.html , ksm.pdf |
Downloads:
| Package source: | ksm_1.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: ksm_1.0.zip, r-oldrel: not available |
| macOS binaries: | r-release (arm64): ksm_1.0.tgz, r-oldrel (arm64): ksm_1.0.tgz, r-release (x86_64): ksm_1.0.tgz, r-oldrel (x86_64): ksm_1.0.tgz |
Linking:
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