Package: fastmatrix 0.6-6

Felipe Osorio

fastmatrix: Fast Computation of some Matrices Useful in Statistics

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.

Authors:Felipe Osorio [aut, cre], Alonso Ogueda [aut]

fastmatrix_0.6-6.tar.gz
fastmatrix_0.6-6.tar.gz(r-4.7-arm64)fastmatrix_0.6-6.tar.gz(r-4.7-x86_64)fastmatrix_0.6-6.tar.gz(r-4.6-arm64)fastmatrix_0.6-6.tar.gz(r-4.6-x86_64)
fastmatrix_0.6-6.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
fastmatrix/json (API)

# Install 'fastmatrix' in R:
install.packages('fastmatrix', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/faosorios/fastmatrix/issues

Uses libs:
  • openblas– Optimized BLAS

On CRAN:

Conda:

openblas

4.48 score 16 packages 64 scripts 2.4k downloads 87 exports 0 dependencies

Last updated from:c84a0f0382. Checks:6 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64OK119
linux-devel-x86_64OK158
source / vignettesOK142
linux-release-arm64OK145
linux-release-x86_64OK104
wasm-releaseOK87

Exports:array.multasSymmetricbezierbracket.prodccccgcholupdatecirculantcomm.infocomm.prodcommutationconstructXcorAR1corCScov.MSSDcov.weighteddchidupl.crossdupl.infodupl.prodduplicationequilibrateextractLextractUfloydfrankgeomeanhadamardhankelharris.testhelmerthousehouse.prodis.lower.triis.luis.upper.trijacobiJarqueBera.testkronecker.prodkrylovkurtosisldllulu.defaultlu2invMahalanobismardia.testmatrix.funmatrix.innermatrix.normmatrix.polynomialmatrix.sqrtmcholmediancenterminkowskimomentsolsols.fitols.fit.cgols.fit.cholols.fit.qrols.fit.svdols.fit.sweeppchipower.methodqchirank1.updaterballrchiridgermnormrspherescaled.conditionschurseidelsherman.morrisonskewnesssolve.lusweep.operatorsymm.infosymm.prodsymmetrizervecvechWH.normalwhiteningwilson.hilferty

Dependencies:

Readme and manuals

Help Manual

Help pageTopics
Fast Computation of some Matrices Useful in Statisticsfastmatrix-package fastmatrix.Intro
Array multiplicationarray.mult
Force a matrix to be symmetricasSymmetric
Computation of Bezier curvebezier
Bracket productbracket.prod
Lin's concordance correlation coefficientccc
Solve linear systems using the conjugate gradients methodcg
The chi distributionchi dchi pchi qchi rchi
Rank 1 update to Cholesky factorizationcholupdate
Form a symmetric circulant matrixcirculant
Compact information to construct the commutation matrixcomm.info
Matrix multiplication envolving the commutation matrixcomm.prod
Commutation matrixcommutation
AR(1) correlation structurecorAR1
Compound symmetry correlation structurecorCS
Mean Square Successive Difference (MSSD) estimator of the covariance matrixcov.MSSD
Weighted covariance matricescov.weighted
Matrix crossproduct envolving the duplication matrixdupl.cross
Compact information to construct the duplication matrixdupl.info
Matrix multiplication envolving the duplication matrixdupl.prod
Duplication matrixduplication
Equilibration of a rectangular or symmetric matrixequilibrate
Find the shortest paths in a directed graphfloyd
Frank matrixfrank
Geometric meangeomean
Hadamard product of two matriceshadamard
Form a symmetric Hankel matrixhankel
Test for variance homogeneity of correlated variablesharris.test
Helmert matrixhelmert
Householder vector/reflectionhouse
Applying Householder matriceshouse.prod
Check if a matrix is lower or upper triangularis.lower.tri is.upper.tri
Solve linear systems using the Jacobi methodjacobi
Jarque-Bera test for univariate normalityJarqueBera.test
Kronecker product on matriceskronecker.prod
Computes a Krylov matrixkrylov
Mardia's multivariate skewness and kurtosis coefficientskurtosis skewness
The LDL decompositionldl
The LU factorization of a square matrixis.lu lu lu.default solve.lu
Reconstruct the L, U, or X matrices from an LU objectconstructX extractL extractU
Inverse from LU factorizationlu2inv
Mahalanobis distanceMahalanobis
Mardia test for multivariate normalitymardia.test
Evaluate a matrix functionmatrix.fun
Compute the inner product between two rectangular matricesmatrix.inner
Compute the norm of a rectangular matrixmatrix.norm
Evaluates a real general matrix polynomialmatrix.polynomial
Matrix square rootmatrix.sqrt
The modified Cholesky factorizationmchol
Mediancentermediancenter
Computes the p-norm of a vectorminkowski
Central momentsmoments
Fit linear regression modelols
Fitter functions for linear modelsols.fit
Fit a linear modelols.fit.cg ols.fit.chol ols.fit.qr ols.fit.svd ols.fit.sweep
Power method to approximate dominant eigenvalue and eigenvectorpower.method
Rank-one updaterank1.update
Generation of deviates uniformly distributed in a unitary ballrball
Ridge regressionridge
Multivariate normal random deviatesrmnorm
Generation of deviates uniformly located on a spherical surfacersphere
Scaled condition numberscaled.condition
The Schur decomposition of a square matrixschur
Solve linear systems using the Gauss-Seidel methodseidel
Sherman-Morrison formulasherman.morrison
Gauss-Jordan sweep operator for symmetric matricessweep.operator
Compact information to construct the symmetrizer matrixsymm.info
Matrix multiplication envolving the symmetrizer matrixsymm.prod
Symmetrizer matrixsymmetrizer
Vectorization of a matrixvec
Vectorization the lower triangular part of a square matrixvech
Wilson-Hilferty transformation for chi-squared variatesWH.normal
Whitening transformationwhitening
Wilson-Hilferty transformationwilson.hilferty