R: Fast Computation of some Matrices Useful in Statistics

# Fast Computation of some Matrices Useful in Statistics

## Documentation for package ‘fastmatrix’ version 0.6-6

- DESCRIPTION file

## Help Pages

fastmatrix-package | Fast Computation of some Matrices Useful in Statistics
array.mult | Array multiplication
asSymmetric | Force a matrix to be symmetric
bezier | Computation of Bezier curve
bracket.prod | Bracket product
ccc | Lin's concordance correlation coefficient
cg | Solve linear systems using the conjugate gradients method
chi | The chi distribution
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
dchi | The chi distribution
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
fastmatrix.Intro | Fast Computation of some Matrices Useful in Statistics
floyd | Find the shortest paths in a directed graph
frank | Frank matrix
geomean | Geometric mean
hadamard | Hadamard product of two matrices
hankel | Form a symmetric Hankel matrix
harris.test | Test for variance homogeneity of correlated variables
helmert | Helmert matrix
house | Householder vector/reflection
house.prod | Applying Householder matrices
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
mardia.test | Mardia test for multivariate normality
matrix.fun | Evaluate a matrix function
matrix.inner | Compute the inner product between two rectangular matrices
matrix.norm | Compute the norm of a rectangular matrix
matrix.polynomial | Evaluates a real general matrix polynomial
matrix.sqrt | Matrix square root
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
pchi | The chi distribution
power.method | Power method to approximate dominant eigenvalue and eigenvector
qchi | The chi distribution
rank1.update | Rank-one update
rball | Generation of deviates uniformly distributed in a unitary ball
rchi | The chi distribution
ridge | Ridge regression
rmnorm | Multivariate normal random deviates
rsphere | Generation of deviates uniformly located on a spherical surface
scaled.condition | Scaled condition number
schur | The Schur decomposition of a square matrix
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