Package: fastmatrix
Type: Package
Title: Fast Computation of some Matrices Useful in Statistics
Version: 0.4-1
Date: 2022-04-20
Authors@R: 
    c(person(given = "Felipe",
             family = "Osorio",
             role = c("aut", "cre"),
             email = "felipe.osorios@usm.cl",
             comment = c(ORCID = "0000-0002-4675-5201")),
      person(given = "Alonso",
             family = "Ogueda",
             role = "aut",
             email = "alonso.ogueda@gmail.com"))
Author: Felipe Osorio [aut, cre] (<https://orcid.org/0000-0002-4675-5201>),
  Alonso Ogueda [aut]
Maintainer: Felipe Osorio <felipe.osorios@usm.cl>
Description: 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), functions to compute
  the multivariate skewness, kurtosis, Mahalanobis distance (checking the positive
  defineteness) and the Wilson-Hilferty transformation of chi squared variables. Furthermore,
  the package provides interfaces to C code callable by another C code from other R packages.
Depends: R(>= 3.5.0)
License: GPL-3
URL: https://faosorios.github.io/fastmatrix/
NeedsCompilation: yes
LazyLoad: yes
Packaged: 2022-04-20 18:14:14 UTC; felipe
Repository: CRAN
Date/Publication: 2022-04-21 13:50:02 UTC
Built: R 4.0.5; x86_64-w64-mingw32; 2022-04-23 05:53:47 UTC; windows
Archs: x64
