R packages by maurobernardi

fastQR - Fast QR Decomposition and Update

Efficient algorithms for performing, updating, and downdating 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, see the book by Golub and Van Loan (2013, <doi:10.1007/978-3-319-05089-8>) for complete introduction to the methods.

Last updated 13 days ago

cpp

1.00 score

fdaSP - Sparse Functional Data Analysis Methods

Provides algorithms to fit linear regression models under several popular penalization techniques and functional linear regression models based on Majorizing-Minimizing (MM) and Alternating Direction Method of Multipliers (ADMM) techniques. See Boyd et al (2010) <doi:10.1561/2200000016> for complete introduction to the method.

Last updated 1 years ago

openblascppopenmp

1.00 score 162 downloads