{
  "_id": "6ac21ec8773a0037682c249d",
  "Package": "ksm",
  "Type": "Package",
  "Title": "Kernel Density Estimation for Random Symmetric Positive Definite\nMatrices",
  "Version": "1.1",
  "Authors@R": "c(person(given=\"Leo\", family=\"Belzile\", role = c(\"aut\", \"cre\"), email = \"belzilel@gmail.com\", comment = c(ORCID = \"0000-0002-9135-014X\")), person(given=\"Frederic\", family=\"Ouimet\", role = \"aut\", comment = c(ORCID = \"0000-0001-7933-5265\")))",
  "Description": "Kernel smoothing for Wishart random matrices described in\nDaayeb, Khardani and Ouimet (2025)\n<doi:10.48550/arXiv.2506.08816>, Gaussian and log-Gaussian\nmodels using least square or likelihood cross validation\ncriteria for optimal bandwidth selection.",
  "BugReports": "https://github.com/lbelzile/ksm/issues",
  "Encoding": "UTF-8",
  "License": "MIT + file LICENSE",
  "VignetteBuilder": "knitr",
  "LazyData": "true",
  "Config/roxygen2/version": "8.0.0",
  "Repository": "https://lbelzile.r-universe.dev",
  "Date/Publication": "2026-06-06 21:25:35 UTC",
  "RemoteUrl": "https://github.com/lbelzile/ksm",
  "RemoteRef": "HEAD",
  "RemoteSha": "4ae6837fe15dda24fd791159e1c6ab91f26fbb29",
  "NeedsCompilation": "yes",
  "Packaged": {
    "Date": "2026-10-04 09:32:00 UTC",
    "User": "root"
  },
  "Author": "Leo Belzile [aut, cre] (ORCID: <https://orcid.org/0000-0002-9135-014X>),\nFrederic Ouimet [aut] (ORCID: <https://orcid.org/0000-0001-7933-5265>)",
  "Maintainer": "Leo Belzile <belzilel@gmail.com>",
  "_user": "lbelzile",
  "_type": "src",
  "_file": "ksm_1.1.tar.gz",
  "_fileid": "https://r2.ropensci.org/56f9e45e075f9d31490534936fa2b4e29f4efc5bda215cb26b2796049f677a6a",
  "_filesize": 278421,
  "_sha256": "56f9e45e075f9d31490534936fa2b4e29f4efc5bda215cb26b2796049f677a6a",
  "_expires": "2027-01-12T09:39:18.000Z",
  "_created": "2026-10-04T09:32:00.000Z",
  "_published": "2026-10-04T09:39:20.711Z",
  "_jobs": [
    {
      "job": 111407439841,
      "time": 100,
      "config": "linux-devel-arm64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "11299432708"
    },
    {
      "job": 111407439870,
      "time": 107,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "11299775850"
    },
    {
      "job": 111407439910,
      "time": 95,
      "config": "linux-release-arm64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "11299068075"
    },
    {
      "job": 111407439879,
      "time": 107,
      "config": "linux-release-x86_64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "11299269514"
    },
    {
      "job": 111407439896,
      "time": 94,
      "config": "macos-oldrel-arm64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "11299144873"
    },
    {
      "job": 111407439856,
      "time": 236,
      "config": "macos-oldrel-x86_64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "11300010463"
    },
    {
      "job": 111407439877,
      "time": 96,
      "config": "macos-release-arm64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "11299890509"
    },
    {
      "job": 111407439900,
      "time": 252,
      "config": "macos-release-x86_64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "11300020647"
    },
    {
      "job": 111406820075,
      "time": 203,
      "config": "source",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "11299034729"
    },
    {
      "job": 111407439829,
      "time": 106,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "11299740581"
    },
    {
      "job": 111407439842,
      "time": 388,
      "config": "windows-devel-arm64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "11299373105"
    },
    {
      "job": 111407439880,
      "time": 152,
      "config": "windows-devel-x86_64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "11299542536"
    },
    {
      "job": 111407439903,
      "time": 120,
      "config": "windows-oldrel-x86_64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "11299820710"
    },
    {
      "job": 111407439895,
      "time": 335,
      "config": "windows-release-arm64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "11299721477"
    },
    {
      "job": 111407439898,
      "time": 111,
      "config": "windows-release-x86_64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "11299760957"
    }
  ],
  "_host": "GitHub-Actions",
  "_buildurl": "https://github.com/r-universe/lbelzile/actions/runs/37192264406",
  "_status": "success",
  "_upstream": "https://github.com/lbelzile/ksm",
  "_commit": {
    "id": "4ae6837fe15dda24fd791159e1c6ab91f26fbb29",
    "author": "Léo Belzile <belzilel@gmail.com>",
    "committer": "Léo Belzile <belzilel@gmail.com>",
    "message": "Add LSCV for Gaussian matrix case\n",
    "time": 1780781135
  },
  "_maintainer": {
    "name": "Leo Belzile",
    "email": "belzilel@gmail.com",
    "login": "lbelzile",
    "orcid": "0000-0002-9135-014X",
    "description": "Associate professor of statistics in the Department of Decision Sciences at HEC Montréal.",
    "uuid": 20725206
  },
  "_distro": "resolute",
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 2.10",
      "role": "Depends"
    },
    {
      "package": "Rcpp",
      "role": "LinkingTo"
    },
    {
      "package": "RcppArmadillo",
      "role": "LinkingTo"
    },
    {
      "package": "Rcpp",
      "version": ">= 1.0.12",
      "role": "Imports"
    },
    {
      "package": "cubature",
      "role": "Suggests"
    },
    {
      "package": "rmarkdown",
      "role": "Suggests"
    },
    {
      "package": "knitr",
      "role": "Suggests"
    },
    {
      "package": "tinytest",
      "role": "Suggests"
    }
  ],
  "_owner": "lbelzile",
  "_selfowned": true,
  "_usedby": 0,
  "_updates": [
    {
      "week": "2025-41",
      "n": 3
    },
    {
      "week": "2025-42",
      "n": 3
    },
    {
      "week": "2025-43",
      "n": 2
    },
    {
      "week": "2025-46",
      "n": 1
    },
    {
      "week": "2025-48",
      "n": 1
    },
    {
      "week": "2026-23",
      "n": 1
    }
  ],
  "_tags": [],
  "_stars": 0,
  "_contributors": [
    {
      "user": "lbelzile",
      "count": 13,
      "uuid": 20725206
    }
  ],
  "_userbio": {
    "uuid": 20725206,
    "type": "user",
    "name": "Léo Belzile",
    "followers": 66,
    "description": "Associate professor of statistics in the Department of Decision Sciences at HEC Montréal."
  },
  "_downloads": {
    "count": 235,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/ksm"
  },
  "_devurl": "https://github.com/lbelzile/ksm",
  "_searchresults": 0,
  "_topics": [
    "openblas",
    "cpp",
    "openmp"
  ],
  "_rbuild": "4.6.1",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/ksm.html",
    "extra/manual.pdf",
    "extra/NEWS.html",
    "extra/NEWS.txt",
    "extra/readme.html",
    "extra/readme.md",
    "LICENSE"
  ],
  "_homeurl": "https://github.com/lbelzile/ksm",
  "_realowner": "lbelzile",
  "_cranurl": true,
  "_releases": [
    {
      "version": "1.0",
      "date": "2025-10-28"
    },
    {
      "version": "1.1",
      "date": "2026-06-07"
    }
  ],
  "_exports": [
    "bandwidth_optim",
    "dinvWishart",
    "dmbeta2",
    "dsmlnorm",
    "dsmnorm",
    "dWishart",
    "integrate_spd",
    "kdens_smlnorm",
    "kdens_smnorm",
    "kdens_symmat",
    "kdens_Wishart",
    "lcv_kdens_symmat",
    "lcv_kern_smlnorm",
    "lcv_kern_smnorm",
    "lcv_kern_Wishart",
    "lscv_kdens_symmat",
    "lscv_kern_smlnorm",
    "lscv_kern_smnorm",
    "lscv_kern_Wishart",
    "mgamma",
    "Riccati",
    "rinvWishart",
    "rmbeta2",
    "rmnorm",
    "rotation_scaling",
    "rotation2d",
    "rotation3d",
    "rVAR",
    "rWAR",
    "rWishart",
    "simu_fdens",
    "simu_ise_montecarlo",
    "simu_kldiv",
    "simu_rdens",
    "sumlog",
    "sumsignedlog",
    "symmetrize"
  ],
  "_datasets": [
    {
      "name": "realvar",
      "title": "Realized variance of Amazon and SPY",
      "object": "realvar",
      "class": [
        "array"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "bandwidth_optim",
      "title": "Bandwidth optimization for symmetric matrix kernels",
      "topics": [
        "bandwidth_optim"
      ]
    },
    {
      "page": "dinvWishart",
      "title": "Density of inverse Wishart random matrix",
      "topics": [
        "dinvWishart"
      ]
    },
    {
      "page": "dmbeta2",
      "title": "Matrix beta type II density function",
      "topics": [
        "dmbeta2"
      ]
    },
    {
      "page": "dsmlnorm",
      "title": "Symmetric matrix-variate lognormal density",
      "topics": [
        "dsmlnorm"
      ]
    },
    {
      "page": "dsmnorm",
      "title": "Symmetric matrix-variate normal density",
      "topics": [
        "dsmnorm"
      ]
    },
    {
      "page": "dWishart",
      "title": "Density of Wishart random matrix",
      "topics": [
        "dWishart"
      ]
    },
    {
      "page": "integrate_spd",
      "title": "Integration with respect to symmetric positive definite matrices",
      "topics": [
        "integrate_spd"
      ]
    },
    {
      "page": "kdens_smlnorm",
      "title": "Symmetric matrix log-normal kernel density",
      "topics": [
        "kdens_smlnorm"
      ]
    },
    {
      "page": "kdens_smnorm",
      "title": "Symmetric matrix normal kernel density",
      "topics": [
        "kdens_smnorm"
      ]
    },
    {
      "page": "kdens_symmat",
      "title": "Kernel density estimators for symmetric matrices",
      "topics": [
        "kdens_symmat"
      ]
    },
    {
      "page": "kdens_Wishart",
      "title": "Wishart kernel density",
      "topics": [
        "kdens_Wishart"
      ]
    },
    {
      "page": "lcv_kdens_symmat",
      "title": "Likelihood cross-validation for symmetric positive definite matrix kernels",
      "topics": [
        "lcv_kdens_symmat"
      ]
    },
    {
      "page": "lcv_kern_smlnorm",
      "title": "Likelihood cross validation criterion for symmetric matrix lognormal kernel",
      "topics": [
        "lcv_kern_smlnorm"
      ]
    },
    {
      "page": "lcv_kern_smnorm",
      "title": "Likelihood cross validation criterion for symmetric matrix normal kernel",
      "topics": [
        "lcv_kern_smnorm"
      ]
    },
    {
      "page": "lcv_kern_Wishart",
      "title": "Likelihood cross validation criterion for Wishart kernel",
      "topics": [
        "lcv_kern_Wishart"
      ]
    },
    {
      "page": "lscv_kdens_symmat",
      "title": "Least square cross-validation for symmetric positive definite matrix kernels",
      "topics": [
        "lscv_kdens_symmat"
      ]
    },
    {
      "page": "lscv_kern_smlnorm",
      "title": "Least square cross validation criterion for log symmetric matrix normal kernel",
      "topics": [
        "lscv_kern_smlnorm"
      ]
    },
    {
      "page": "lscv_kern_smnorm",
      "title": "Least square cross validation criterion for matrix normal kernel",
      "topics": [
        "lscv_kern_smnorm"
      ]
    },
    {
      "page": "lscv_kern_Wishart",
      "title": "Least square cross validation criterion for Wishart kernel",
      "topics": [
        "lscv_kern_Wishart"
      ]
    },
    {
      "page": "mgamma",
      "title": "Multivariate gamma function",
      "topics": [
        "mgamma"
      ]
    },
    {
      "page": "realvar",
      "title": "Realized variance of Amazon and SPY",
      "topics": [
        "realvar"
      ]
    },
    {
      "page": "Riccati",
      "title": "Solver for Riccati equation",
      "topics": [
        "Riccati"
      ]
    },
    {
      "page": "rinvWishart",
      "title": "Random matrix generation from the inverse Wishart distribution",
      "topics": [
        "rinvWishart"
      ]
    },
    {
      "page": "rmbeta2",
      "title": "Random matrix generation from matrix beta type II distribution",
      "topics": [
        "rmbeta2"
      ]
    },
    {
      "page": "rmnorm",
      "title": "Random vector generation from the multivariate normal distribution",
      "topics": [
        "rmnorm"
      ]
    },
    {
      "page": "rWAR",
      "title": "Random matrix generation from first-order autoregressive Wishart process",
      "topics": [
        "rWAR"
      ]
    },
    {
      "page": "rWishart",
      "title": "Random matrix generation from Wishart distribution",
      "topics": [
        "rWishart"
      ]
    },
    {
      "page": "symmetrize",
      "title": "Symmetrize matrix",
      "topics": [
        "symmetrize"
      ]
    }
  ],
  "_readme": "https://github.com/lbelzile/ksm/raw/HEAD/README.md",
  "_rundeps": [
    "Rcpp",
    "RcppArmadillo"
  ],
  "_sysdeps": [
    {
      "shlib": "liblapack",
      "package": "libopenblas0-pthread",
      "source": "openblas",
      "version": "0.3.32+ds-5",
      "name": "openblas",
      "homepage": "https://www.openblas.net/",
      "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)"
    },
    {
      "shlib": "libblas",
      "package": "libopenblas0-pthread",
      "source": "openblas",
      "version": "0.3.32+ds-5",
      "name": "openblas",
      "homepage": "https://www.openblas.net/",
      "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)"
    },
    {
      "shlib": "libstdc++",
      "package": "libstdc++6",
      "source": "gcc",
      "version": "16-20260322-1ubuntu1",
      "name": "c++",
      "homepage": "http://gcc.gnu.org/",
      "description": "GNU Standard C++ Library v3"
    },
    {
      "shlib": "libgomp",
      "package": "libgomp1",
      "source": "gcc",
      "version": "16-20260322-1ubuntu1",
      "name": "openmp",
      "homepage": "http://gcc.gnu.org/",
      "description": "GCC OpenMP (GOMP) support library"
    }
  ],
  "_vignettes": [
    {
      "source": "vignette_ksm.Rmd",
      "filename": "vignette_ksm.html",
      "title": "Overview of the ksm package",
      "author": "Leo Belzile",
      "engine": "knitr::rmarkdown",
      "headings": [
        "Evaluation of the kernel and bandwidth optimization",
        "Integrating over positive definite matrices"
      ],
      "created": "2026-06-06 21:25:35",
      "modified": "2026-06-06 21:25:35",
      "commits": 1
    }
  ],
  "_score": 4.477121254719663,
  "_indexed": true,
  "_nocasepkg": "ksm",
  "_universes": [
    "lbelzile"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "1.1",
      "date": "2026-10-04T09:33:47.000Z",
      "distro": "resolute",
      "arch": "aarch64",
      "commit": "4ae6837fe15dda24fd791159e1c6ab91f26fbb29",
      "fileid": "https://r2.ropensci.org/ee53d8a8d298255b49a6d1d528dca8393a1686e1aeeb344c4b6f4ab2ffc40b5a",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/lbelzile/actions/runs/37192264406"
    },
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "1.1",
      "date": "2026-10-04T09:33:57.000Z",
      "distro": "resolute",
      "arch": "x86_64",
      "commit": "4ae6837fe15dda24fd791159e1c6ab91f26fbb29",
      "fileid": "https://r2.ropensci.org/4737e50af15314a8e4ca37dbc765bd0f902ceda25ee6ca47fcf6c40eb321e21d",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/lbelzile/actions/runs/37192264406"
    },
    {
      "r": "4.6.1",
      "os": "linux",
      "version": "1.1",
      "date": "2026-10-04T09:33:47.000Z",
      "distro": "resolute",
      "arch": "aarch64",
      "commit": "4ae6837fe15dda24fd791159e1c6ab91f26fbb29",
      "fileid": "https://r2.ropensci.org/0385ccae5899ebf5d87da8f3ae804c997fc76b366461b29649e84529fb04a85a",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/lbelzile/actions/runs/37192264406"
    },
    {
      "r": "4.6.1",
      "os": "linux",
      "version": "1.1",
      "date": "2026-10-04T09:33:57.000Z",
      "distro": "resolute",
      "arch": "x86_64",
      "commit": "4ae6837fe15dda24fd791159e1c6ab91f26fbb29",
      "fileid": "https://r2.ropensci.org/8257f54829a3e894d215a88cbe8cc0a3db57c927fc5e29f119bec6bc531e3a6b",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/lbelzile/actions/runs/37192264406"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "1.1",
      "date": "2026-10-04T09:33:48.000Z",
      "arch": "aarch64",
      "commit": "4ae6837fe15dda24fd791159e1c6ab91f26fbb29",
      "fileid": "https://r2.ropensci.org/e82c863c7e6512252fabe76149078be2f0fc0654ccd18a7711cf2223a85589f8",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/lbelzile/actions/runs/37192264406"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "1.1",
      "date": "2026-10-04T09:35:20.000Z",
      "arch": "x86_64",
      "commit": "4ae6837fe15dda24fd791159e1c6ab91f26fbb29",
      "fileid": "https://r2.ropensci.org/56d5b2d46f837de75160f845a642177d0e93efca01defad2461ccc77c1c78ab4",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/lbelzile/actions/runs/37192264406"
    },
    {
      "r": "4.6.1",
      "os": "mac",
      "version": "1.1",
      "date": "2026-10-04T09:33:51.000Z",
      "arch": "aarch64",
      "commit": "4ae6837fe15dda24fd791159e1c6ab91f26fbb29",
      "fileid": "https://r2.ropensci.org/5306c7b657c5b26c7e0fa666252049758085c36d9eedf66fc2e3b17a75db226d",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/lbelzile/actions/runs/37192264406"
    },
    {
      "r": "4.6.1",
      "os": "mac",
      "version": "1.1",
      "date": "2026-10-04T09:35:52.000Z",
      "arch": "x86_64",
      "commit": "4ae6837fe15dda24fd791159e1c6ab91f26fbb29",
      "fileid": "https://r2.ropensci.org/acf6cfc9c370d376abbfcdd996788cdb2244d704497e75df144d6e773aaae3cd",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/lbelzile/actions/runs/37192264406"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "1.1",
      "date": "2026-10-04T09:34:07.000Z",
      "arch": "emscripten",
      "commit": "4ae6837fe15dda24fd791159e1c6ab91f26fbb29",
      "fileid": "https://r2.ropensci.org/5f74e3c2a517775d4b084894904a085d0397667af158e094c03593a6a13b1383",
      "status": "success",
      "buildurl": "https://github.com/r-universe/lbelzile/actions/runs/37192264406"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "1.1",
      "date": "2026-10-04T09:37:55.000Z",
      "arch": "aarch64",
      "commit": "4ae6837fe15dda24fd791159e1c6ab91f26fbb29",
      "fileid": "https://r2.ropensci.org/e40333e265c6aa91c0ef919a3242db28827447829f335e1df65af60564d06e45",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/lbelzile/actions/runs/37192264406"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "1.1",
      "date": "2026-10-04T09:33:22.000Z",
      "arch": "x86_64",
      "commit": "4ae6837fe15dda24fd791159e1c6ab91f26fbb29",
      "fileid": "https://r2.ropensci.org/2ff32980d8332b00c2bf8ea974206f8890545d75b7bfbbbd31ae1141b17b3b45",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/lbelzile/actions/runs/37192264406"
    },
    {
      "r": "4.5.3",
      "os": "win",
      "version": "1.1",
      "date": "2026-10-04T09:33:38.000Z",
      "arch": "x86_64",
      "commit": "4ae6837fe15dda24fd791159e1c6ab91f26fbb29",
      "fileid": "https://r2.ropensci.org/939193a80a64320919cd50af0b56f7f228fcf19488ad9320c090214cc6a583f8",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/lbelzile/actions/runs/37192264406"
    },
    {
      "r": "4.6.1",
      "os": "win",
      "version": "1.1",
      "date": "2026-10-04T09:36:56.000Z",
      "arch": "aarch64",
      "commit": "4ae6837fe15dda24fd791159e1c6ab91f26fbb29",
      "fileid": "https://r2.ropensci.org/20cf608a7724cb404432fd82feb0a8b3370019b8d7ce06b75acc755599137d34",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/lbelzile/actions/runs/37192264406"
    },
    {
      "r": "4.6.1",
      "os": "win",
      "version": "1.1",
      "date": "2026-10-04T09:33:26.000Z",
      "arch": "x86_64",
      "commit": "4ae6837fe15dda24fd791159e1c6ab91f26fbb29",
      "fileid": "https://r2.ropensci.org/d1a2a372e61a8a869106c394b5f4ca80d8a8c9b570d2490f6b4e5e329e408b2b",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/lbelzile/actions/runs/37192264406"
    }
  ]
}