fastmatrix - Fast Computation of some Matrices Useful in Statistics

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.

Last updated 10 months ago

commutation-matrixjarque-bera-testldl-factorizationlu-factorizationmatrix-api-for-r-packagesmatrix-normsmodified-choleskyols-regressionpower-methodridge-regressionsherman-morrisonstatisticssweep-operatorsymmetrizer-matrix

6.66 score 19 stars 10 packages 32 scripts 2.5k downloads

L1pack - Routines for L1 Estimation

L1 estimation for linear regression using Barrodale and Roberts' method <doi:10.1145/355616.361024> and the EM algorithm <doi:10.1023/A:1020759012226>. Estimation of mean and covariance matrix using the multivariate Laplace distribution, density, distribution function, quantile function and random number generation for univariate and multivariate Laplace distribution <doi:10.1080/03610929808832115>.

Last updated 7 months ago

6.25 score 6 stars 3 packages 396 scripts 1.6k downloads

SpatialPack - Tools for Assessment the Association Between Two Spatial Processes

Tools to assess the association between two spatial processes. Currently, several methodologies are implemented: A modified t-test to perform hypothesis testing about the independence between the processes, a suitable nonparametric correlation coefficient, the codispersion coefficient, and an F test for assessing the multiple correlation between one spatial process and several others. Functions for image processing and computing the spatial association between images are also provided. Functions contained in the package are intended to accompany Vallejos, R., Osorio, F., Bevilacqua, M. (2020). Spatial Relationships Between Two Georeferenced Variables: With Applications in R. Springer, Cham <doi:10.1007/978-3-030-56681-4>.

Last updated 2 months ago

3.32 score 1 stars 1 packages 69 scripts 857 downloads

MVT - Estimation and Testing for the Multivariate t-Distribution

Routines to perform estimation and inference under the multivariate t-distribution <doi:10.1007/s10182-022-00468-2>. Currently, the following methodologies are implemented: multivariate mean and covariance estimation, hypothesis testing about equicorrelation and homogeneity of variances, the Wilson-Hilferty transformation, QQ-plots with envelopes and random variate generation.

Last updated 2 months ago

1.53 score 34 scripts 534 downloads

india - Influence Diagnostics in Statistical Models

Set of routines for influence diagnostics by using case-deletion in ordinary least squares, ridge estimation [Walker and Birch (1988). <doi:10.1080/00401706.1988.10488370>] and least absolute deviations (LAD) regression [Sun and Wei (2004). <doi:10.1016/j.spl.2003.08.018>].

Last updated 1 years ago

1.00 score 141 downloads