# Man pages for fastmatrixFast Computation of some Matrices Useful in Statistics

 array.mult Array multiplication asSymmetric Force a matrix to be symmetric bezier Computation of Bezier curve bracket.prod Bracket product cg Solve linear systems using the conjugate gradients method cholupdate Rank 1 update to Cholesky factorization circulant Form a symmetric circulant matrix comm.info Compact information to construct the commutation matrix comm.prod Matrix multiplication envolving the commutation matrix commutation Commutation matrix cov.MSSD Mean Square Successive Difference (MSSD) estimator of the... cov.weighted Weighted covariance matrices dupl.cross Matrix crossproduct envolving the duplication matrix duplication Duplication matrix dupl.info Compact information to construct the duplication matrix dupl.prod Matrix multiplication envolving the duplication matrix equilibrate Equilibration of a rectangular or symmetric matrix geomean Geometric mean hadamard.prod Hadamard product of two matrices helmert Helmert matrix is.lower.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 lu2inv Inverse from LU factorization lu-methods Reconstruct the L, U, or X Matrices from an LU object Mahalanobis Mahalanobis distance matrix.inner Compute the inner product between two rectangular matrices matrix.norm Compute the norm of a rectangular matrix mediancenter Mediancenter 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-methods Fit a Linear Model power.method Power method to approximate dominant eigenvalue and... ridge Ridge regression seidel Solve linear systems using the Gauss-Seidel method sherman.morrison Sherman-Morrison formula sweep.operator Gauss-Jordan sweep operator for symmetric matrices symmetrizer Symmetrizer matrix symm.info Compact information to construct the symmetrizer matrix symm.prod Matrix multiplication envolving the 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
fastmatrix documentation built on April 21, 2022, 5:16 p.m.