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fastmatrix
View on CRAN: Click
here
Download and install fastmatrix package within the R console
Install from CRAN:
install.packages("fastmatrix")
Install from Github:
library("remotes")
install_github("cran/fastmatrix") Install by package version:
library("remotes")
install_version("fastmatrix", "0.6-6") Attach the package and use:
library("fastmatrix")
Maintained by
Felipe Osorio
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-08-14
Latest Update: 2025-07-07
Description:
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.
How to cite:
Felipe Osorio (2020). fastmatrix: Fast Computation of some Matrices Useful in Statistics. R package version 0.6-6, https://cran.r-project.org/web/packages/fastmatrix. Accessed 26 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:38), 0.2-3 (2020-08-28 08:10), 0.2-35 (2020-09-05 21:40), 0.2-357 (2020-09-18 09:50), 0.2-3571 (2020-10-10 08:50), 0.2 (2020-08-14 15:50), 0.3-8 (2021-01-21 06:50), 0.3-81 (2021-02-05 16:30), 0.3-819 (2021-05-08 10:10), 0.3-8196 (2021-10-18 12:00), 0.3 (2020-11-24 07:10), 0.4-1 (2022-04-21 15:50), 0.4-12 (2022-07-05 21:00), 0.4-124 (2022-08-10 17:50), 0.4-1245 (2022-10-07 09:00), 0.4 (2022-02-13 04:40), 0.5-7 (2023-10-12 12:00), 0.5-77 (2023-12-07 20:30), 0.5-772 (2024-01-17 14:10), 0.5-7721 (2024-09-06 23:10), 0.5-9017 (2025-05-28 01:30), 0.5 (2023-04-18 04:50), 0.6-2 (2025-10-15 07:10), 0.6-4 (2025-10-23 16:10), 0.6 (2025-07-07 20:30)
Other packages that cited fastmatrix R package
View fastmatrix citation profile
Other R packages that fastmatrix depends,
imports, suggests or enhances
Complete documentation for fastmatrix
Functions, R codes and Examples using
the fastmatrix R package
Some associated functions: Mahalanobis . WH.normal . array.mult . asSymmetric . bezier . bracket.prod . cg . cholupdate . circulant . comm.info . comm.prod . commutation . corAR1 . corCS . cov.MSSD . cov.weighted . dupl.cross . dupl.info . dupl.prod . duplication . equilibrate . frank . geomean . hadamard.prod . harris.test . helmert . is.lower.tri . jacobi . jarquebera.test . kronecker.prod . krylov . kurtosis . ldl . lu-methods . lu . lu2inv . matrix.inner . matrix.norm . mchol . mediancenter . minkowski . moments . ols.fit-methods . ols.fit . ols . power.method . rball . ridge . rmnorm . rsphere . scaled.condition . seidel . sherman.morrison . sweep.operator . symm.info . symm.prod . symmetrizer . vec . vech . whitening . wilson.hilferty .
Some associated R codes: RNG.R . array.R . asSymmetric.R . bezier.R . cg.R . chol.R . circulant.R . commutation.R . condition.R . corStruct.R . cov.R . duplication.R . equilibrate.R . frank.R . hadamard.R . harris.R . helmert.R . jacobi.R . jarque.bera.R . kronecker.R . krylov.R . ldl.R . lu.R . mahalanobis.R . mardia.R . mediancenter.R . moments.R . norms.R . ols.R . power_method.R . ridge.R . seidel.R . sherman_morrison.R . sweep.R . symmetrizer.R . tri_mat.R . utils.R . whitening.R . wilson_hilferty.R . Full fastmatrix package functions and examples
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