Package: fastQR 1.1.4

fastQR: Fast QR Decomposition and Update

Efficient algorithms for performing, updating, and removing rows or columns from the QR decomposition, R decomposition, or the inverse of the R decomposition of a matrix as rows or columns are added or removed. It also includes functions for solving linear systems of equations, normal equations for linear regression models, and normal equations for linear regression with a RIDGE penalty. For a detailed introduction to these methods, the monograph Matrix Computations (2013, <doi:10.1007/978-3-319-05089-8>) for complete introduction to the methods.

Authors:Mauro Bernardi [aut, cre], Claudio Busatto [aut], Manuela Cattelan [aut]

fastQR_1.1.4.tar.gz
fastQR_1.1.4.zip(r-4.7)fastQR_1.1.4.zip(r-4.6)fastQR_1.1.4.zip(r-4.5)
fastQR_1.1.4.tgz(r-4.6-x86_64)fastQR_1.1.4.tgz(r-4.6-arm64)fastQR_1.1.4.tgz(r-4.5-x86_64)fastQR_1.1.4.tgz(r-4.5-arm64)
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fastQR_1.1.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
fastQR/json (API)

# Install 'fastQR' in R:
install.packages('fastQR', repos = c('https://maurobernardi.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

cpp

1.00 score 4 scripts 183 downloads 33 exports 5 dependencies

Last updated from:f67f93000f. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK217
linux-devel-x86_64OK204
source / vignettesOK330
linux-release-arm64OK224
linux-release-x86_64OK223
macos-release-arm64OK180
macos-release-x86_64OK320
macos-oldrel-arm64OK170
macos-oldrel-x86_64OK434
windows-develOK271
windows-releaseOK303
windows-oldrelOK250
wasm-releaseOK191

Exports:qrqr_coefqr_fastqr_fittedqr_lmqr_lse_coefqr_lse_fittedqr_lse_Qtyqr_lse_Qyqr_lse_residqr_pivot2permqr_Qqr_Q_fullqr_Q_reduced2fullqr_Qtyqr_Qyqr_Rqr_residqr_thinqr_Xqrcholqrdowndateqrlsqrmlsqrmridgeqrmridge_cvqrridgeqrridge_cvqrsolveqrupdatercholrdowndaterupdate

Dependencies:rbibutilsRcppRcppArmadilloRcppEigenRdpack

Readme and manuals

Help Manual

Help pageTopics
The QR factorization of a matrixqr
Compute least-squares coefficients from a QR decompositionqr_coef
Fast full QR decompositionqr_fast
Compute fitted values from a QR decompositionqr_fitted
Ordinary least squares for the linear regression modelqr_lm
Compute least-squares coefficients using QR decompositionqr_lse_coef
Compute fitted values using QR decompositionqr_lse_fitted
Compute Q'y for a least-squares problemqr_lse_Qty
Compute Qy for a least-squares problemqr_lse_Qy
Compute residuals using QR decompositionqr_lse_resid
Reconstruct the permutation matrix from the pivot vector.qr_pivot2perm
Reconstruct the Q, matrix from a QR object.qr_Q
Reconstruct the full Q matrix from the qr object.qr_Q_full
Reconstruct the full Q matrix from the reduced Q matrix.qr_Q_reduced2full
Multiply Q by a vector using a QR decompositionqr_Qty
Multiply Q by a vector using a QR decompositionqr_Qy
Reconstruct the R, matrix from a QR object.qr_R
Compute residuals from a QR decompositionqr_resid
Fast thin QR decompositionqr_thin
Reconstruct the original matrix from which the object was constructed X\in\mathbb{R}^{n\times p} from the Q and R matrices of the QR decomposition.qr_X
Cholesky decomposition via QR factorization.qrchol
Fast downdating of the QR factorizationqrdowndate
Ordinary least squares for the linear regression modelqrls
Ordinary least squares for the linear multivariate regression modelqrmls
RIDGE estimator for the linear multivariate regression modelqrmridge
Cross-validation of the RIDGE estimator for the linear multivariate regression modelqrmridge_cv
RIDGE estimation for the linear regression modelqrridge
Cross-validation of the RIDGE estimator for the linear regression modelqrridge_cv
Solution of linear system of equations, via the QR decomposition.qrsolve
Fast updating of the QR factorizationqrupdate
Cholesky decomposition via R factorization.rchol
Fast downdating of the R matrixrdowndate
Fast updating of the R matrixrupdate