R: Kernel Density Estimation for Random Symmetric Positive Definite Matrices

# Kernel Density Estimation for Random Symmetric Positive Definite Matrices

## Documentation for package ‘ksm’ version 1.1

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

bandwidth_optim | Bandwidth optimization for symmetric matrix kernels
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
dWishart | Density of Wishart random matrix
integrate_spd | Integration with respect to symmetric positive definite matrices
kdens_smlnorm | Symmetric matrix log-normal kernel density
kdens_smnorm | Symmetric matrix normal kernel density
kdens_symmat | Kernel density estimators for symmetric matrices
kdens_Wishart | Wishart kernel density
lcv_kdens_symmat | Likelihood cross-validation for symmetric positive definite matrix kernels
lcv_kern_smlnorm | Likelihood cross validation criterion for symmetric matrix lognormal kernel
lcv_kern_smnorm | Likelihood cross validation criterion for symmetric matrix normal kernel
lcv_kern_Wishart | Likelihood cross validation criterion for Wishart kernel
lscv_kdens_symmat | Least square cross-validation for symmetric positive definite matrix kernels
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
lscv_kern_Wishart | Least square cross validation criterion for Wishart kernel
mgamma | Multivariate gamma function
realvar | Realized variance of Amazon and SPY
Riccati | Solver for Riccati equation
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
rWAR | Random matrix generation from first-order autoregressive Wishart process
rWishart | Random matrix generation from Wishart distribution
symmetrize | Symmetrize matrix