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On elliptical and Inverse elliptical Wishart distributions: Review, new results, and applications

This code reproduces the numerical results about fitting real EEG data with Wishart and t-Wishart distributions

To get the figures and the p-values of the statistical tests provided in the paper, please run "main.py"

The repository contains:

Name Description
main Plot figures of fitting provided in the paper
preprocess_ssvep Load the ExoSkeleton dataset, filter the SSVEP recordings, and cut them into trials
tWishart Draw random samples from the t-Wishart distribution and derive the MLE for the center parameter given a degree of freedom
manifold Framework for Riemannian optimization needed to compute the MLE of t-Wishart samples: manifold of the center parameter
fitting Compute the empirical cumulative density function (cdf) of EEG samples and the cdfs of the fitted Wishart and t-Wishart samples and yield the Kolmogorov-Smirnov statistical tests for the Wishart and t-Wishart distributions

Requirements:

numpy - scipy - matplotlib - moabb - pymanopt - mne - tqdm - joblib