Man pages for fastmatrix
Fast Computation of some Matrices Useful in Statistics

array.multArray multiplication
asSymmetricForce a matrix to be symmetric
bezierComputation of Bezier curve
bracket.prodBracket product
cgSolve linear systems using the conjugate gradients method
cholupdateRank 1 update to Cholesky factorization
circulantForm a symmetric circulant matrix
comm.infoCompact information to construct the commutation matrix
comm.prodMatrix multiplication envolving the commutation matrix
commutationCommutation matrix
cov.MSSDMean Square Successive Difference (MSSD) estimator of the...
cov.weightedWeighted covariance matrices
dupl.crossMatrix crossproduct envolving the duplication matrix
duplicationDuplication matrix
dupl.infoCompact information to construct the duplication matrix
dupl.prodMatrix multiplication envolving the duplication matrix
equilibrateEquilibration of a rectangular or symmetric matrix
geomeanGeometric mean
hadamard.prodHadamard product of two matrices
helmertHelmert matrix
is.lower.triCheck if a matrix is lower or upper triangular
jacobiSolve linear systems using the Jacobi method
kronecker.prodKronecker product on matrices
kurtosisMardia's multivariate skewness and kurtosis coefficients
ldlThe LDL decomposition
luThe LU factorization of a square matrix
lu2invInverse from LU factorization
lu-methodsReconstruct the L, U, or X Matrices from an LU object
MahalanobisMahalanobis distance
matrix.innerCompute the inner product between two rectangular matrices
matrix.normCompute the norm of a rectangular matrix
minkowskiComputes the p-norm of a vector
momentsCentral moments
olsFit linear regression model
ols.fitFitter Functions for Linear Models a Linear Model
power.methodPower method to approximate dominant eigenvalue and...
ridgeRidge regression
seidelSolve linear systems using the Gauss-Seidel method
sherman.morrisonSherman-Morrison formula
sweep.operatorGauss-Jordan sweep operator for symmetric matrices
symmetrizerSymmetrizer matrix
symm.infoCompact information to construct the symmetrizer matrix
symm.prodMatrix multiplication envolving the symmetrizer matrix
vecVectorization of a matrix
vechVectorization the lower triangular part of a square matrix
whiteningWhitening transformation
wilson.hilfertyWilson-Hilferty transformation
fastmatrix documentation built on April 21, 2022, 5:16 p.m.