ksm: Kernel Density Estimation for Random Symmetric Positive DefiniteMatrices
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 |
| Author: | Leo Belzile [aut, cre], Frederic Ouimet [aut] |
| Maintainer: | Leo Belzile <belzilel at gmail.com> |
| BugReports: | https://github.com/lbelzile/ksm/issues |
| License: | MIT + fileLICENSE |
| 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:ksm_1.0.zip, r-release:ksm_1.0.zip, r-oldrel:ksm_1.0.zip |
| 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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