circulant

Forms a symmetric circulant matrix using a backwards shift of its first column

algebra

array

Small set of functions to fast computation of some matrices and operations
useful in statistics and econometrics. Currently, there are functions for efficient
computation of duplication, commutation and symmetrizer matrices with minimal storage
requirements. Some commonly used matrix decompositions (LU and LDL), basic matrix
operations (for instance, Hadamard, Kronecker products and the Sherman-Morrison formula)
and iterative solvers for linear systems are also available. In addition, the package
includes a number of common statistical procedures such as the sweep operator, weighted
mean and covariance matrix using an online algorithm, linear regression (using Cholesky,
QR, SVD, sweep operator and conjugate gradients methods), ridge regression (with optimal
selection of the ridge parameter considering several procedures), omnibus tests for
univariate normality, functions to compute the multivariate skewness, kurtosis, the
Mahalanobis distance (checking the positive defineteness), and the Wilson-Hilferty
transformation of gamma variables. Furthermore, the package provides interfaces
to C code callable by another C code from other R packages.

Felipe Osorio

fastmatrix

Fast Computation of some Matrices Useful in Statistics

Alonso Ogueda

circulant function

<dl> <dt>x</dt>
<dd>the first column to form the circulant matrix.</dd></dl>

Arguments

Form a symmetric circulant matrix — circulant

<dl>

 <dt>x</dt>
<dd>the first column to form the circulant matrix.</dd>

</dl>

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circulant: Form a symmetric circulant matrix

Description

Usage

Value

Arguments

Examples

Join us for RADAR: AI Edition

Description

Usage

Value

Arguments

Examples

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