qs - Quick Serialization of R Objects

Provides functions for quickly writing and reading any R object to and from disk.

Last updated 11 days ago

compressiondata-storageencodingserialization

381 stars 7.90 score 5 dependencies 76 dependents

roll - Rolling and Expanding Statistics

Fast and efficient computation of rolling and expanding statistics for time-series data.

Last updated 23 days ago

algorithmsrcppstatistics

111 stars 4.97 score 3 dependencies 16 dependents

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 5 months ago

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

17 stars 3.64 score 0 dependencies 18 dependents

snakecase - Convert Strings into any Case

A consistent, flexible and easy to use tool to parse and convert strings into cases like snake or camel among others.

Last updated 10 months ago

camelcasecaseconversionpascalcasesnake-case

144 stars 9.91 score 8 dependencies 417 dependents