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: | NumericalMathematics |
| CRAN checks: | matrixcalc results |
| Reference manual: | matrixcalc.pdf |
| 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-oldrel (arm64): matrixcalc_1.0-5.tgz, r-release (x86_64): matrixcalc_1.0-5.tgz, r-oldrel (x86_64): matrixcalc_1.0-5.tgz |
| Old sources: | matrixcalc archive |
| Reverse depends: | bgsmtr, DeMixT, freqdom, HMMcopula, HRM, Kurt, mro, snpReady, StructureMC |
| Reverse imports: | AGPRIS, ahnr, AZIAD, backShift, BayesSampling, BEDASSLE, Bergm, BMTME, BNPMIXcluster, BPRMeth, CoSMoS, COUSCOus, cSEM, DCEM, DiSSMod, dmlalg, DUBStepR, EGAnet, face, fdasrvf, fglsnet, geesmv, GenHMM1d, GenMarkov, glmmEP, graphicalExtremes, graphsim, ICsurv, isni, jlsm, lmmpar, lmvar, locpolExpectile, M3C, madness, MarkowitzR, meerva, Melissa, mfaces, microsamplingDesign, mixComp, MMeM, mvSLOUCH, nparMD, NRejections, OEFPIL, Opt5PL, OptimalDesign, panelvar, PROreg, PRSPGx, ptmixed, qape, quadmatrix, refreg, relliptical, RMark, rodd, rrMixture, RRRR, rTensor2, sasfunclust, sdpdth, SharpeR, sim2Dpredictr, SIRE, skewMLRM, Skillings.Mack, slasso, SLBDD, SMLE, stablespec, starvars, survivalMPLdc, TCA, VIRF |
| Reverse suggests: | adnuts, Corbi, discSurv, gorica, matrixNormal, momentuHMM, nlmixr, spectralGraphTopology |
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