Package: fastmatrix
Type: Package
Title: Fast Computation of some Matrices Useful in Statistics
Version: 0.5-77
Date: 2023-12-07
Authors@R: c(person("Felipe", "Osorio", role = c("aut", "cre"),
                    email = "felipe.osorios@usm.cl",
                    comment = c(ORCID = "0000-0002-4675-5201")),
             person("Alonso", "Ogueda", role = "aut",
                    email = "aogueda@gmu.edu"))
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), omnibus tests for 
  univariate normality, functions to compute the multivariate skewness, kurtosis, the 
  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: 2023-12-07 18:19:27 UTC; root
Author: Felipe Osorio [aut, cre] (<https://orcid.org/0000-0002-4675-5201>),
  Alonso Ogueda [aut]
Repository: CRAN
Date/Publication: 2023-12-07 19:30:02 UTC
