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matrixcalc
View on CRAN: Click
here
Download and install matrixcalc package within the R console
Install from CRAN:
install.packages("matrixcalc")
Install from Github:
library("remotes")
install_github("cran/matrixcalc")
Install by package version:
library("remotes")
install_version("matrixcalc", "1.0-6")
Attach the package and use:
library("matrixcalc")
Maintained by
S. Thomas Kelly
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2007-11-03
Latest Update: 2022-09-14
Description:
A collection of functions to support matrix calculations
for probability, econometric and numerical analysis. There are
additional functions that are comparable to APL functions which
are useful for actuarial models such as pension mathematics.
This package is used for teaching and research purposes at the
Department of Finance and Risk Engineering, New York
University, Polytechnic Institute, Brooklyn, NY 11201.
Horn, R.A. (1990) Matrix Analysis. ISBN 978-0521386326.
Lancaster, P. (1969) Theory of Matrices. ISBN 978-0124355507.
Lay, D.C. (1995) Linear Algebra: And Its Applications. ISBN 978-0201845563.
How to cite:
S. Thomas Kelly (2007). matrixcalc: Collection of Functions for Matrix Calculations. R package version 1.0-6, https://cran.r-project.org/web/packages/matrixcalc. Accessed 01 Feb. 2025.
Previous versions and publish date:
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Other R packages that matrixcalc depends,
imports, suggests or enhances
Complete documentation for matrixcalc
Functions, R codes and Examples using
the matrixcalc R package
Some associated functions: D.matrix . E.matrices . H.matrices . K.matrix . L.matrix . N.matrix . T.matrices . commutation.matrix . creation.matrix . direct.prod . direct.sum . duplication.matrix . elimination.matrix . entrywise.norm . fibonacci.matrix . frobenius.matrix . frobenius.norm . frobenius.prod . hadamard.prod . hankel.matrix . hilbert.matrix . hilbert.schmidt.norm . inf.norm . is.diagonal.matrix . is.idempotent.matrix . is.indefinite . is.negative.definite . is.negative.semi.definite . is.non.singular.matrix . is.positive.definite . is.positive.semi.definite . is.singular.matrix . is.skew.symmetric.matrix . is.square.matrix . is.symmetric.matrix . lower.triangle . lu.decomposition . matrix.inverse . matrix.power . matrix.rank . matrix.trace . maximum.norm . one.norm . pascal.matrix . s . set.submatrix . shift.down . shift.left . shift.right . shift.up . spectral.norm . stirling.matrix . svd.inverse . symmetric.pascal.matrix . toeplitz.matrix . u.vectors . upper.triangle . vandermonde.matrix . vec . vech .
Some associated R codes: D.matrix.R . E.matrices.R . H.matrices.R . K.matrix.R . L.matrix.R . N.matrix.R . T.matrices.R . commutation.matrix.R . creation.matrix.R . direct.prod.R . direct.sum.R . duplication.matrix.R . elimination.matrix.R . entrywise.norm.R . fibonacci.matrix.R . frobenius.matrix.R . frobenius.norm.R . frobenius.prod.R . hadamard.prod.R . hankel.matrix.R . hilbert.matrix.R . hilbert.schmidt.norm.R . inf.norm.R . is.diagonal.matrix.R . is.idempotent.matrix.R . is.indefinite.R . is.negative.definite.R . is.negative.semi.definite.R . is.non.singular.matrix.R . is.positive.definite.R . is.positive.semi.definite.R . is.singular.matrix.R . is.skew.symmetric.matrix.R . is.square.matrix.R . is.symmetric.matrix.R . lower.triangle.R . lu.decomposition.R . matrix.inverse.R . matrix.power.R . matrix.rank.R . matrix.trace.R . maximum.norm.R . one.norm.R . pascal.matrix.R . s.R . set.submatrix.R . shift.down.R . shift.left.R . shift.right.R . shift.up.R . spectral.norm.R . stirling.matrix.R . svd.inverse.R . symmetric.pascal.matrix.R . toeplitz.matrix.R . u.vectors.R . upper.triangle.R . vandermonde.matrix.R . vec.R . vech.R . Full matrixcalc package functions and examples
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