spdm is an R package containing tools for the manipulation and analysis of symmetric, positive-definite matrices (aka covariance matrices). It implements regularized covariance estimation, several means and distance measures, as well as the exponential and logarithmic maps on the Riemannian manifold of covariance matrices.
The package can be installed directly from the Gitlab repository using the
devtools package with
Alternately, the repository can be cloned to a local machine and installed through the terminal by running
R CMD INSTALL spdm
in the directory containing the folder.