Fast Computation of some Matrices Useful in Statistics


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Documentation for package ‘fastmatrix’ version 0.3

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array.mult Array multiplication
bracket.prod Bracket product
comm.info Compact information to construct the commutation matrix
comm.prod Matrix multiplication envolving the commutation matrix
commutation Commutation matrix
constructX Reconstruct the L, U, or X Matrices from an LU object
cov.MSSD Variance and covariance matrices
cov.weighted Weighted covariance matrices
dupl.cross Matrix crossproduct envolving the duplication matrix
dupl.info Compact information to construct the duplication matrix
dupl.prod Matrix multiplication envolving the duplication matrix
duplication Duplication matrix
equilibrate Column equilibration of a rectangular matrix
extractL Reconstruct the L, U, or X Matrices from an LU object
extractU Reconstruct the L, U, or X Matrices from an LU object
hadamard Hadamard product of two matrices
is.lower.tri Check if a matrix is lower or upper triangular
is.lu The LU factorization of a square matrix
is.upper.tri Check if a matrix is lower or upper triangular
kronecker.prod Kronecker product on matrices
kurtosis Mardia's multivariate skewness and kurtosis coefficients
lu The LU factorization of a square matrix
lu.default The LU factorization of a square matrix
lu2inv Inverse from LU factorization
Mahalanobis Mahalanobis distance
matrix.inner Compute the inner product between two rectangular matrices
matrix.norm Compute the norm of a rectangular matrix
minkowski Computes the p-norm of a vector
ols Fit linear regression model
ols.fit Fitter Functions for Linear Models
ols.fit.chol Fit a Linear Model
ols.fit.qr Fit a Linear Model
ols.fit.svd Fit a Linear Model
ols.fit.sweep Fit a Linear Model
power.method Power method to approximate dominant eigenvalue and eigenvector
sherman.morrison Sherman-Morrison formula
skewness Mardia's multivariate skewness and kurtosis coefficients
solve.lu The LU factorization of a square matrix
sweep.operator Gauss-Jordan sweep operator for symmetric matrices
symm.info Compact information to construct the symmetrizer matrix
symm.prod Matrix multiplication envolving the symmetrizer matrix
symmetrizer Symmetrizer matrix
vec Vectorization of a matrix
vech Vectorization the lower triangular part of a square matrix