linear_algebra_stats

cinv

sd_lc

'broadcast' provides some simple Linear Algebra Functions for Statistics: 
<code>cinv()</code>; 
<code>sd_lc()</code>.

Implements efficient 'NumPy'-like broadcasted operations for atomic and recursive arrays.
In the context of operations involving 2 (or more) arrays,
“broadcasting” refers to efficiently recycling array dimensions,
without making copies.
Besides linking to 'Rcpp',
'broadcast' does not use any external libraries in any way;
'broadcast' was essentially made from scratch and can be installed out-of-the-box.
The implementations available in 'broadcast' include, but are not limited to, the following.
1) Broadcasted element-wise operations on any 2 arrays;
they support a large set of
relational, arithmetic, Boolean, string, and bit-wise operations.
2) A faster, more memory efficient, and broadcasted abind-like function,
for binding arrays along an arbitrary dimension.
3) Broadcasted ifelse-like and apply-like functions.
4) Casting functions,
that cast subset-groups of an array to a new dimension, cast nested lists to dimensional lists, and vice-versa.
5) A few linear algebra functions for statistics.
The functions in the 'broadcast' package strive to minimize computation time and memory usage
(which is not just better for efficient computing, but also for the environment).

Tony Wilkes

broadcast

Broadcasted Array Operations Like 'NumPy'

linear_algebra_stats function

<dl><dt>x</dt>
<dd>a real symmetric positive-definite square matrix.</dd>
<dt>X</dt>
<dd>a numeric (or logical) matrix of multipliers/constants</dd>
<dt>vc</dt>
<dd>the variance-covariance matrix for the (correlated) random variables.</dd>
<dt>bad_rp</dt>
<dd>if <code>vc</code> is not a Positive (semi-) Definite matrix,
give here the value to replace bad standard deviations with. </dd></dl>

Arguments

'broadcast' provides some simple Linear Algebra Functions for Statistics: 
<code>cinv()</code>; 
<code>sd_lc()</code>.

Simple Linear Algebra Functions for Statistics — linear_algebra_stats

<dl>

<dt>x</dt>
<dd>a real symmetric positive-definite square matrix.</dd>


<dt>X</dt>
<dd>a numeric (or logical) matrix of multipliers/constants</dd>


<dt>vc</dt>
<dd>the variance-covariance matrix for the (correlated) random variables.</dd>


<dt>bad_rp</dt>
<dd>if <code>vc</code> is not a Positive (semi-) Definite matrix,
give here the value to replace bad standard deviations with. </dd>

</dl>

linear_algebra_stats: Simple Linear Algebra Functions for Statistics

Description

Usage

Value

Arguments

Details

References

See Also

Examples