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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "fastmatrix" in publications use:'
type: software
license: GPL-3.0-only
title: 'fastmatrix: Fast Computation of some Matrices Useful in Statistics'
version: 0.5-772
identifiers:
- type: doi
  value: 10.32614/CRAN.package.fastmatrix
abstract: 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.
authors:
- family-names: Osorio
  given-names: Felipe
  email: felipe.osorios@usm.cl
  orcid: https://orcid.org/0000-0002-4675-5201
- family-names: Ogueda
  given-names: Alonso
  email: aogueda@gmu.edu
preferred-citation:
  type: manual
  title: Fast computation of some matrices useful in statistics
  authors:
  - family-names: Osorio
    given-names: F.
  - family-names: Ogueda
    given-names: A.
  year: '2024'
  notes: R package version 0.5-772
  url: https://faosorios.github.io/fastmatrix/
repository: https://fastverse.r-universe.dev
commit: 2393c30b57d94f05ad6a5e09b1ebed1811690c9c
url: https://faosorios.github.io/fastmatrix/
date-released: '2024-01-10'
contact:
- family-names: Osorio
  given-names: Felipe
  email: felipe.osorios@usm.cl
  orcid: https://orcid.org/0000-0002-4675-5201