matrixcalc (version 1.0-6)

Collection of Functions for Matrix Calculations

Description

A collection of functions to support matrix calculations for probability, econometric and numerical analysis. There are additional functions that are comparable to APL functions which are useful for actuarial models such as pension mathematics. This package is used for teaching and research purposes at the Department of Finance and Risk Engineering, New York University, Polytechnic Institute, Brooklyn, NY 11201. Horn, R.A. (1990) Matrix Analysis. ISBN 978-0521386326. Lancaster, P. (1969) Theory of Matrices. ISBN 978-0124355507. Lay, D.C. (1995) Linear Algebra: And Its Applications. ISBN 978-0201845563.

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Install

install.packages('matrixcalc')

Monthly Downloads

9,227

Version

1.0-6

License

GPL (>= 2)

Maintainer

Last Published

September 14th, 2022

Functions in matrixcalc (1.0-6)