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Classes and methods for dense and sparse matrices and operations on them using 'LAPACK' and 'SuiteSparse'.
Last Release on Aug 14, 2018
Implements a James-Stein-type shrinkage estimator for the covariance matrix, with separate shrinkage for variances and correlations. The details of the method are explained in Sch\"afer and Strimmer (2005) and Opgen-Rhein and Strimmer (2007). The approach is both computationally as well as statistically very efficient, it is applicable to "small n, large p" data, and always returns a positive definite and well-conditioned covariance matrix. In addition to inferring the covariance matrix the package also ...
Last Release on Jan 20, 2018
Multiple Precision Arithmetic (big integers and rationals, prime number tests, matrix computation), "arithmetic without limitations" using the C library GMP (GNU Multiple Precision Arithmetic).
Last Release on Jan 20, 2018
The corrplot package is a graphical display of a correlation matrix, confidence interval. It also contains some algorithms to do matrix reordering.
Last Release on Jan 20, 2018
Matrix of transition probabilities for any time-inhomogeneous multistate model with finite state space
Last Release on Jan 20, 2018
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.
Last Release on Jan 20, 2018
Use Newton's method and coordinate descent to solve the regularized inverse correlation matrix estimation problem. Please refer to: Sparse Inverse Covariance Matrix Estimation Using Quadratic Approximation, Cho-Jui Hsieh, Matyas A. Sustik, Inderjit S. Dhillon, Pradeep Ravikumar, Advances in Neural Information Processing Systems 24, 2011, p. 2330--2338.
Last Release on Jan 20, 2018


Various R programming tools for data manipulation, including: - medical unit conversions ('ConvertMedUnits', 'MedUnits'), - combining objects ('bindData', 'cbindX', 'combine', 'interleave'), - character vector operations ('centerText', 'startsWith', 'trim'), - factor manipulation ('levels', 'reorder.factor', 'mapLevels'), - obtaining information about R objects ('object.size', 'elem', 'env', 'humanReadable', 'is.what', 'll', 'keep', 'ls.funs', 'Args','nPairs', 'nobs'), - manipulating MS-Excel formatted ...
Last Release on Jan 20, 2018
Provides utilities to facilitate import, export and computation with the BIOM (Biological Observation Matrix) format (http://biom-format.org).
Last Release on Jan 20, 2018
Allows heatmap matrix to have non-identical X- and Y-dimensions. Allows multiple tracks of annotation for RowSideColors and ColSideColors.
Last Release on Jan 20, 2018