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Matlab codes: statistics on manifolds
- Generate von Mises-Fisher distribution on the unit m-sphere (m > 1): Matlab code, vignette
- Transform hyper-spherical to Cartesian coordinates for Sm: hypersph2cart.m, cart2hypersph.m, vignette
- Generate rotation matrix
- (Weighted) mean for data on sphere, which also gives the Fréchet mean with equal weights.
- Geometric Median on spheres and on Real Projective Space.
- K-means clustering on spheres and on Real Projective Space.
- Analysis of Principal Nested Spheres (Jung, Dryden and Marron, 2012) [zipped files] (Updated on 7/31/2014)
- Estimation of Rotational Deformations from Directional Data (Schulz et al., 2014) [zipped files]
- Scaling-Rotation Distance and Interpolation of SPD matrices (Jung, Schwarzman and Groisser, 2015) [zipped files] vignette
Matlab codes: multivariate statistics
- Linear Discriminant Analysis - L1 and L2 penalized versions: LDA directions, Cross-Validation and Graphics
- Quadratic Discriminant Analysis: Quadratic discriminant functions, R-fold misclassification rate
- Set Classification (Jung and Qiao, 2014) [zipped files]