package fastmatrix october 13 2022 type package title fast computation of some matrices useful in statistics version 0 4 1245 date 2022 10 06 author felipe osorio alonso ogueda maintainer ...
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...Package fastmatrix october type title fast computation of some matrices useful in statistics version date author felipe osorio alonso ogueda maintainer description small set functions to and operations econometrics currently there are for efcient duplication commutation symmetrizer with minimal storage requirements commonly used matrix decompositions lu ldl basic instance hadamard kronecker products the sherman morrison formula iterative solvers linear systems also available addition includes a number common statistical procedures such as sweep operator weighted meanandcovariance using an online algorithm regression cholesky qr svd sweepoperatorandconjugategradients methods ridge optimal selection parameter considering several compute multivariate skewness kurtosis mahalanobis distance checking positive deneteness wilson hilferty transformation chi squared variables furthermore provides interfaces c code callable by another from other r packages depends license gpl url https faosorios ...