fastmatrix: Fast Computation of some Matrices Useful in Statistics
Felipe Osorio, Alonso Ogueda · 2020
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.