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fastmatrix (version 0.6-4)

Fast Computation of some Matrices Useful in Statistics

Description

Small set of functions designed to speed up the computation of certain matrix operations that are commonly used in statistics and econometrics. It provides efficient implementations for the computation of several structured matrices, matrix decompositions and statistical procedures, many of which have minimal memory overhead. Furthermore, the package provides interfaces to C code callable by another C code from other R packages.

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Install

install.packages('fastmatrix')

Monthly Downloads

5,247

Version

0.6-4

License

GPL-3

Issues

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Repository

https://github.com/faosorios/fastmatrix

Maintainer

Felipe Osorio

Last Published

October 23rd, 2025

Functions in fastmatrix (0.6-4)

Weighted covariance matrices

Compact information to construct the commutation matrix

Duplication matrix

Matrix crossproduct envolving the duplication matrix

Evaluate a matrix function

Solve linear systems using the Jacobi method

The LDL decomposition

Reconstruct the L, U, or X matrices from an LU object

Mardia test for multivariate normality

Computes the p-norm of a vector

Check if a matrix is lower or upper triangular

Central moments

Fit linear regression model

Power method to approximate dominant eigenvalue and eigenvector

Fitter functions for linear models

Equilibration of a rectangular or symmetric matrix

The LU factorization of a square matrix

Test for variance homogeneity of correlated variables

Hadamard product of two matrices

Form a symmetric Hankel matrix

Matrix multiplication envolving the commutation matrix

Compute the inner product between two rectangular matrices

ols.fit-methods

Fit a linear model

Inverse from LU factorization

sherman.morrison

Sherman-Morrison formula

Solve linear systems using the Gauss-Seidel method

Compute the norm of a rectangular matrix

Whitening transformation

scaled.condition

Scaled condition number

The Schur decomposition of a square matrix

Mardia's multivariate skewness and kurtosis coefficients

Computes a Krylov matrix

The modified Cholesky factorization

Vectorization the lower triangular part of a square matrix

Kronecker product on matrices

fastmatrix-package

tools:::Rd_package_title("fastmatrix")

JarqueBera.test

Jarque-Bera test for univariate normality

Ridge regression

Generation of deviates uniformly distributed in a unitary ball

Matrix square root

Compact information to construct the symmetrizer matrix

Find the shortest paths in a directed graph

matrix.polynomial

Evaluates a real general matrix polynomial

Vectorization of a matrix

Multivariate normal random deviates

Gauss-Jordan sweep operator for symmetric matrices

Generation of deviates uniformly located on a spherical surface

Matrix multiplication envolving the symmetrizer matrix

Symmetrizer matrix

wilson.hilferty

Wilson-Hilferty transformation

Mahalanobis distance

Array multiplication

Wilson-Hilferty transformation for chi-squared variates

Matrix multiplication envolving the duplication matrix

Computation of Bezier curve

Solve linear systems using the conjugate gradients method

Commutation matrix

Compound symmetry correlation structure

Lin's concordance correlation coefficient

Compact information to construct the duplication matrix

Mean Square Successive Difference (MSSD) estimator of the covariance matrix

Bracket product

Force a matrix to be symmetric

Rank 1 update to Cholesky factorization

Form a symmetric circulant matrix

AR(1) correlation structure