matrixcalc: Collection of Functions for Matrix Calculations

A collection of functions to support matrix calculations for probability, econometric and numerical analysis. There are additional functions that are comparable to APL functions which are useful for actuarial models such as pension mathematics. This package is used for teaching and research purposes at the Department of Finance and Risk Engineering, New York University, Polytechnic Institute, Brooklyn, NY 11201. Horn, R.A. (1990) Matrix Analysis. ISBN 978-0521386326. Lancaster, P. (1969) Theory of Matrices. ISBN 978-0124355507. Lay, D.C. (1995) Linear Algebra: And Its Applications. ISBN 978-0201845563.

Getting started

Package details

AuthorFrederick Novomestky <fnovomes@poly.edu>
MaintainerS. Thomas Kelly <tomkellygenetics@gmail.com>
LicenseGPL (>= 2)
Version1.0-6
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("matrixcalc")

Try the matrixcalc package in your browser

Any scripts or data that you put into this service are public.

matrixcalc documentation built on Sept. 15, 2022, 1:05 a.m.