Translation of a covariance matrix

Translates a covariance matrix from one basepoint to another, Formally, projects a covariance matrix onto the tangent space at one basepoint, transports to the tangent space at the second basepoint, and projects back onto the space of SPD marices.

Usage

spd.translate(x, from, to = NULL, ...)

Arguments

x

A symmetric, positive-definite matrix

from

The SPD matrix to whose tangent space x belong

to

The SPD matrix to whose tangent space to move x

...

Additional arguments to spd.transport

Value

A symmetric, positive-definite matrix