Fast Computation of some Matrices Useful in Statistics

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Documentation for package ‘fastmatrix’ version 0.5-772

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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
constructX Reconstruct the L, U, or X matrices from an LU object
corAR1 AR(1) correlation structure
corCS Compound symmetry correlation structure
cov.MSSD Mean Square Successive Difference (MSSD) estimator of the covariance matrix
cov.weighted Weighted covariance matrices
dupl.cross Matrix crossproduct envolving the duplication matrix
dupl.info Compact information to construct the duplication matrix
dupl.prod Matrix multiplication envolving the duplication matrix
duplication Duplication matrix
equilibrate Equilibration of a rectangular or symmetric matrix
extractL Reconstruct the L, U, or X matrices from an LU object
extractU Reconstruct the L, U, or X matrices from an LU object
frank Frank matrix
geomean Geometric mean
hadamard Hadamard product of two matrices
harris.test Test for variance homogeneity of correlated variables
helmert Helmert matrix
is.lower.tri Check if a matrix is lower or upper triangular
is.lu The LU factorization of a square matrix
is.upper.tri Check if a matrix is lower or upper triangular
jacobi Solve linear systems using the Jacobi method
JarqueBera.test Jarque-Bera test for univariate normality
kronecker.prod Kronecker product on matrices
krylov Computes a Krylov matrix
kurtosis Mardia's multivariate skewness and kurtosis coefficients
ldl The LDL decomposition
lu The LU factorization of a square matrix
lu.default The LU factorization of a square matrix
lu2inv Inverse from LU factorization
Mahalanobis Mahalanobis distance
matrix.inner Compute the inner product between two rectangular matrices
matrix.norm Compute the norm of a rectangular matrix
mchol The modified Cholesky factorization
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.cg Fit a linear model
ols.fit.chol Fit a linear model
ols.fit.qr Fit a linear model
ols.fit.svd Fit a linear model
ols.fit.sweep Fit a linear model
power.method Power method to approximate dominant eigenvalue and eigenvector
rball Generation of deviates uniformly distributed in a unitary ball
ridge Ridge regression
rmnorm Multivariate normal random deviates
rsphere Generation of deviates uniformly located on a spherical surface
scaled.condition Scaled condition number
seidel Solve linear systems using the Gauss-Seidel method
sherman.morrison Sherman-Morrison formula
skewness Mardia's multivariate skewness and kurtosis coefficients
solve.lu The LU factorization of a square matrix
sweep.operator Gauss-Jordan sweep operator for symmetric matrices
symm.info Compact information to construct the symmetrizer matrix
symm.prod Matrix multiplication envolving the symmetrizer matrix
symmetrizer Symmetrizer matrix
vec Vectorization of a matrix
vech Vectorization the lower triangular part of a square matrix
WH.normal Wilson-Hilferty transformation for chi-squared variates
whitening Whitening transformation
wilson.hilferty Wilson-Hilferty transformation