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.

Installation

The package can be installed directly from the Gitlab repository using the devtools package with

devtools::install_git('https://github.com/areshenk/spdm')

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.