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fastmatrix (version 0.3-8)
Fast Computation of some Matrices Useful in Statistics
Description
Small set of functions to fast computation of some matrices and operations useful in statistics.
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Version
Version
0.6
0.5-9017
0.5-7721
0.5-772
0.5-77
0.5-7
0.5
0.4-1245
0.4-124
0.4-12
0.4-1
0.4
0.3-8196
0.3-819
0.3-81
0.3-8
0.3
0.2-3571
0.2-357
0.2-35
0.2-3
0.2
Install
install.packages('fastmatrix')
Monthly Downloads
2,208
Version
0.3-8
License
GPL-3
Maintainer
Felipe Osorio
Last Published
January 21st, 2021
Functions in fastmatrix (0.3-8)
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is.lower.tri
Check if a matrix is lower or upper triangular
minkowski
Computes the p-norm of a vector
cov.weighted
Weighted covariance matrices
matrix.norm
Compute the norm of a rectangular matrix
vec
Vectorization of a matrix
vech
Vectorization the lower triangular part of a square matrix
Mahalanobis
Mahalanobis distance
kronecker.prod
Kronecker product on matrices
array.mult
Array multiplication
bracket.prod
Bracket product
comm.info
Compact information to construct the commutation matrix
lu2inv
Inverse from LU factorization
matrix.inner
Compute the inner product between two rectangular matrices
wilson.hilferty
Wilson-Hilferty transformation
kurtosis
Mardia's multivariate skewness and kurtosis coefficients
dupl.prod
Matrix multiplication envolving the duplication matrix
ols.fit
Fitter Functions for Linear Models
duplication
Duplication matrix
ols
Fit linear regression model
ols.fit-methods
Fit a Linear Model
power.method
Power method to approximate dominant eigenvalue and eigenvector
commutation
Commutation matrix
comm.prod
Matrix multiplication envolving the commutation matrix
symm.info
Compact information to construct the symmetrizer matrix
sweep.operator
Gauss-Jordan sweep operator for symmetric matrices
dupl.info
Compact information to construct the duplication matrix
ridge
Ridge regression
lu
The LU factorization of a square matrix
equilibrate
Column equilibration of a rectangular matrix
lu-methods
Reconstruct the L, U, or X Matrices from an LU object
dupl.cross
Matrix crossproduct envolving the duplication matrix
geomean
Geometric mean
sherman.morrison
Sherman-Morrison formula
symmetrizer
Symmetrizer matrix
symm.prod
Matrix multiplication envolving the symmetrizer matrix
cov.MSSD
Variance and covariance matrices
hadamard
Hadamard product of two matrices