matrixcalc: Collection of Functions for Matrix Calculations

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.

Version: 1.0-5
Depends: R (≥ 2.0.1)
Published: 2021-07-28
Author: Frederick Novomestky
Maintainer: S. Thomas Kelly <tomkellygenetics at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: Multivariate, NumericalMathematics
CRAN checks: matrixcalc results

Documentation:

Reference manual: matrixcalc.pdf

Downloads:

Package source: matrixcalc_1.0-5.tar.gz
Windows binaries: r-devel: matrixcalc_1.0-5.zip, r-release: matrixcalc_1.0-5.zip, r-oldrel: matrixcalc_1.0-5.zip
macOS binaries: r-release (arm64): matrixcalc_1.0-5.tgz, r-release (x86_64): matrixcalc_1.0-5.tgz, r-oldrel: matrixcalc_1.0-5.tgz
Old sources: matrixcalc archive

Reverse dependencies:

Reverse depends: bgsmtr, DeMixT, flexrsurv, freqdom, HMMcopula, HRM, Kurt, mro, pom, snpReady, StructureMC
Reverse imports: AGPRIS, ahnr, backShift, BayesSampling, BEDASSLE, Bergm, BMTME, bnmonitor, BNPMIXcluster, BPRMeth, CoSMoS, COUSCOus, cSEM, DCEM, DiSSMod, dmlalg, DUBStepR, face, fdasrvf, fglsnet, geesmv, GenHMM1d, glmmEP, graphicalExtremes, graphsim, ICsurv, ideq, isni, jlsm, lmmpar, lmvar, locpolExpectile, M3C, madness, MarkowitzR, matrixpls, meerva, Melissa, mfaces, microsamplingDesign, mixComp, MMeM, mvSLOUCH, nparMD, NRejections, OEFPIL, Opt5PL, OptimalDesign, panelvar, PROreg, psborrow, ptmixed, quadmatrix, refreg, relliptical, RMark, rodd, RRRR, sasfunclust, sdpdth, SharpeR, sim2Dpredictr, SIRE, skewMLRM, Skillings.Mack, slasso, SLBDD, SMLE, stablespec, survivalMPLdc, TCA, VIRF
Reverse suggests: adnuts, Corbi, discSurv, EGAnet, matrixNormal, momentuHMM, MPkn, nlmixr, semPLS, spectralGraphTopology

Linking:

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