fastmatrix

Fast Computation of some Matrices Useful in Statistics

CRAN Package

Small set of functions to fast computation of some matrices and operations useful in statistics and econometrics. Currently, there are functions for efficient computation of duplication, commutation and symmetrizer matrices with minimal storage requirements. Some commonly used matrix decompositions (LU and LDL), basic matrix operations (for instance, Hadamard, Kronecker products and the Sherman-Morrison formula) and iterative solvers for linear systems are also available. In addition, the package includes a number of common statistical procedures such as the sweep operator, weighted mean and covariance matrix using an online algorithm, linear regression (using Cholesky, QR, SVD, sweep operator and conjugate gradients methods), ridge regression (with optimal selection of the ridge parameter considering several procedures), omnibus tests for univariate normality, functions to compute the multivariate skewness, kurtosis, the Mahalanobis distance (checking the positive defineteness), and the Wilson-Hilferty transformation of gamma variables. Furthermore, the package provides interfaces to C code callable by another C code from other R packages.


Documentation


Team


Insights

Last 30 days

This package has been downloaded 1,961 times in the last 30 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 129 times.

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0 downloadsMar 2, 2025
60 downloadsMar 3, 2025
106 downloadsMar 4, 2025
104 downloadsMar 5, 2025
57 downloadsMar 6, 2025
51 downloadsMar 7, 2025
61 downloadsMar 8, 2025
35 downloadsMar 9, 2025
51 downloadsMar 10, 2025
57 downloadsMar 11, 2025
86 downloadsMar 12, 2025
68 downloadsMar 13, 2025
82 downloadsMar 14, 2025
81 downloadsMar 15, 2025
24 downloadsMar 16, 2025
69 downloadsMar 17, 2025
78 downloadsMar 18, 2025
92 downloadsMar 19, 2025
52 downloadsMar 20, 2025
65 downloadsMar 21, 2025
30 downloadsMar 22, 2025
38 downloadsMar 23, 2025
72 downloadsMar 24, 2025
51 downloadsMar 25, 2025
48 downloadsMar 26, 2025
42 downloadsMar 27, 2025
141 downloadsMar 28, 2025
47 downloadsMar 29, 2025
37 downloadsMar 30, 2025
47 downloadsMar 31, 2025
129 downloadsApr 1, 2025
0 downloadsApr 2, 2025
0 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
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141

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 23,388 times in the last 365 days. The downloads are officially high enough to crash an underfunded departmental server. Quite an accomplishment! The day with the most downloads was Nov 08, 2024 with 210 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Reverse Depends4 packages
  • Reverse Imports3 packages