Fast and fully sparse 'cpp' implementations to compute the genetic covariance matrix, the genomic relationship matrix, the Jaccard matrix, and the s-matrix of an input matrix. Full support for sparse matrices from the R-package 'Matrix'. Additionally, a 'cpp' implementation of the power method (von Mises iteration) algorithm to compute the largest eigenvector of a matrix is included, and a function to compute sliding windows.
|Author||Georg Hahn [aut,cre], Sharon M. Lutz [ctb], Christoph Lange [ctb]|
|Maintainer||Georg Hahn <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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