R: Fast Computation of some Matrices Useful in Statistics

# Fast Computation of some Matrices Useful in Statistics

## Documentation for package ‘fastmatrix’ version 0.3-819

- DESCRIPTION file.

## Help Pages

array.mult | Array multiplication
asSymmetric | Force a matrix to be symmetric
bracket.prod | Bracket product
cg | Solve linear systems using the conjugate gradients method
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
geomean | Geometric mean
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
jacobi | Solve linear systems using the Jacobi method
kronecker.prod | Kronecker product on matrices
kurtosis | Mardia's multivariate skewness and kurtosis coefficients
ldl | The LDL decomposition
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
moments | Central moments
ols | Fit linear regression model
ols.fit | Fitter Functions for Linear Models
ols.fit.cg | Fit a Linear Model
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
ridge | Ridge regression
seidel | Solve linear systems using the Gauss-Seidel method
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
whitening | Whitening transformation
wilson.hilferty | Wilson-Hilferty transformation