Fast Computation of some Matrices Useful in Statistics

Small set of functions designed to speed up the computation of certain matrix operations that are commonly used in statistics and econometrics. It provides efficient implementations for the computation of several structured matrices, matrix decompositions and statistical procedures, many of which have minimal memory overhead. Furthermore, the package provides interfaces to C code callable by another C code from other R packages.


Reference manual

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install.packages("fastmatrix")

0.6-6 by Felipe Osorio, 9 months ago


https://github.com/faosorios/fastmatrix


Browse source code at https://github.com/cran/fastmatrix


Authors: Felipe Osorio [aut, cre] (ORCID: , Alonso Ogueda [aut]


Documentation:   PDF Manual  


GPL-3 license



Imported by BCFM, RobRegression, SAGM, Surrogate, fChange, panelSUR.

Depended on by L1pack, MVT, SpatialPack, india.


See at CRAN