Tools for Matrix Algebra, Optimization and Inference

Matrix is an universal and sometimes primary object/unit in applied mathematics and statistics. We provide a number of algorithms for selected problems in optimization and statistical inference. For general exposition to the topic with focus on statistical context, see the book by Banerjee and Roy (2014, ISBN:9781420095388).

Tools for Matrix Algebra, Optimization and Inference Problems

maotai is an R package whose name is an acronym for Matrix Algebra, OpTimization, And Inference problems - though I can’t deny motivation from one of my father’s favorite for the namesake. More detailed introduction will be added later.

Installation

Install the latest release from CRAN with:

install.packages("maotai")

or the up-to-date development version from github:

# install.packages("devtools")
devtools::install_github("kisungyou/maotai")