rotation_scaling

Rotation matrix with scaling for Monte Carlo integration

internal

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.

Leo Belzile

Kernel Density Estimation for Random Symmetric Positive Definite
Matrices

Frederic Ouimet

rotation_scaling function

<dl><dt>ang</dt>
<dd>vector of length 1 containing \(\theta \in [0, 2\pi]\) for
\(d=2\), or of 3 containing elements \(\phi \in [0, 2*\pi)\), \(\theta \in [0, \pi]\) and \(\psi \in [0, 2\pi)\) for \(d=3\).</dd>
<dt>scale</dt>
<dd>vector of length 2 (\(d=2\)) or 3 (\(d=3\)), strictly positive</dd></dl>

Arguments

Rotation matrix with scaling for Monte Carlo integration — rotation_scaling

<dl>

<dt>ang</dt>
<dd>vector of length 1 containing \(\theta \in [0, 2\pi]\) for
\(d=2\), or of 3 containing elements \(\phi \in [0, 2*\pi)\), \(\theta \in [0, \pi]\) and \(\psi \in [0, 2\pi)\) for \(d=3\).</dd>


<dt>scale</dt>
<dd>vector of length 2 (\(d=2\)) or 3 (\(d=3\)), strictly positive</dd>

</dl>

rotation_scaling: Rotation matrix with scaling for Monte Carlo integration

Description

Usage

Value

Arguments