Riccati                 Solver for Riccati equation
bandwidth_optim         Bandwidth optimization for symmetric matrix
                        kernels
dWishart                Density of Wishart random matrix
dinvWishart             Density of inverse Wishart random matrix
dmbeta2                 Matrix beta type II density function
dsmlnorm                Symmetric matrix-variate lognormal density
dsmnorm                 Symmetric matrix-variate normal density
integrate_spd           Integration with respect to symmetric positive
                        definite matrices
kdens_Wishart           Wishart kernel density
kdens_smlnorm           Symmetric matrix log-normal kernel density
kdens_smnorm            Symmetric matrix normal kernel density
kdens_symmat            Kernel density estimators for symmetric
                        matrices
lcv_kdens_symmat        Likelihood cross-validation for symmetric
                        positive definite matrix kernels
lcv_kern_Wishart        Likelihood cross validation criterion for
                        Wishart kernel
lcv_kern_smlnorm        Likelihood cross validation criterion for
                        symmetric matrix lognormal kernel
lcv_kern_smnorm         Likelihood cross validation criterion for
                        symmetric matrix normal kernel
lscv_kdens_symmat       Least square cross-validation for symmetric
                        positive definite matrix kernels
lscv_kern_Wishart       Least square cross validation criterion for
                        Wishart kernel
lscv_kern_smlnorm       Least square cross validation criterion for log
                        symmetric matrix normal kernel
lscv_kern_smnorm        Least square cross validation criterion for
                        matrix normal kernel
mgamma                  Multivariate gamma function
rWAR                    Random matrix generation from first-order
                        autoregressive Wishart process
rWishart                Random matrix generation from Wishart
                        distribution
realvar                 Realized variance of Amazon and SPY
rinvWishart             Random matrix generation from the inverse
                        Wishart distribution
rmbeta2                 Random matrix generation from matrix beta type
                        II distribution
rmnorm                  Random vector generation from the multivariate
                        normal distribution
symmetrize              Symmetrize matrix
