tslumley/bigQF: Quadratic Forms in Large Matrices

A computationally-efficient leading-eigenvalue approximation to tail probabilities and quantiles of large quadratic forms, in particular for the Sequence Kernel Association Test (SKAT) used in genomics <doi:10.1002/gepi.22136>. Also provides stochastic singular value decomposition for dense or sparse matrices.

Getting started

Package details

AuthorThomas Lumley
MaintainerThomas Lumley <t.lumley@auckland.ac.nz>
LicenseGPL-2
Version1.6
URL https://github.com/tslumley/bigQF
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("tslumley/bigQF")
tslumley/bigQF documentation built on Nov. 26, 2021, 4:38 a.m.