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.

Getting started

Package details

AuthorFrederick Novomestky <>
MaintainerFrederick Novomestky <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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matrixcalc documentation built on May 2, 2019, 1:45 p.m.