Disclaimer | Introduction | Example 1: marginalising Bayesian linear regression | Example 2: sums of sparse precision matrices | Multiple $B$ matrices | Implementation notes | Bibliography
Package: WoodburyMatrix 0.0.4
WoodburyMatrix: Fast Matrix Operations via the Woodbury Matrix Identity
A hierarchy of classes and methods for manipulating matrices formed implicitly from the sums of the inverses of other matrices, a situation commonly encountered in spatial statistics and related fields. Enables easy use of the Woodbury matrix identity and the matrix determinant lemma to allow computation (e.g., solving linear systems) without having to form the actual matrix. More information on the underlying linear algebra can be found in Harville, D. A. (1997) <doi:10.1007/b98818>.
Authors:
WoodburyMatrix_0.0.4.tar.gz
WoodburyMatrix_0.0.4.zip(r-4.7-any)WoodburyMatrix_0.0.4.zip(r-4.6-any)WoodburyMatrix_0.0.4.zip(r-4.5-any)
WoodburyMatrix_0.0.4.tgz(r-4.6-any)WoodburyMatrix_0.0.4.tgz(r-4.5-any)
WoodburyMatrix_0.0.4.tar.gz(r-4.7-any)WoodburyMatrix_0.0.4.tar.gz(r-4.6-any)
WoodburyMatrix_0.0.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
WoodburyMatrix/json (API)
| # Install 'WoodburyMatrix' in R: |
| install.packages('WoodburyMatrix', repos = c('https://mbertolacci.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/mbertolacci/woodburymatrix/issues
Last updated from:a45d72c87b. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 132 | ||
| source / vignettes | OK | 211 | ||
| linux-release | OK | 142 | ||
| macos-release | OK | 200 | ||
| macos-oldrel | OK | 191 | ||
| windows-devel | OK | 86 | ||
| windows-release | OK | 91 | ||
| windows-oldrel | OK | 86 | ||
| wasm-release | OK | 100 |
Exports:determinantdwnorminstantiateisSymmetricmahalanobisrwnormsolvetWoodburyMatrix
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Calculate the determinant of a WoodburyMatrix object | determinant,WoodburyMatrix,logical-method |
| Instantiate a matrix | instantiate instantiate,GWoodburyMatrix-method instantiate,SWoodburyMatrix-method |
| Mahalanobis distance | mahalanobis mahalanobis,ANY,ANY,SWoodburyMatrix-method |
| Normal distribution methods for 'SWoodburyMatrix' objects | dwnorm normal-distribution-methods rwnorm |
| Solve methods for 'WoodburyMatrix' objects | solve solve,GWoodburyMatrix,ANY-method solve,GWoodburyMatrix,matrix-method solve,GWoodburyMatrix,missing-method solve,GWoodburyMatrix,numLike-method solve,SWoodburyMatrix,ANY-method solve,SWoodburyMatrix,matrix-method solve,SWoodburyMatrix,missing-method solve,SWoodburyMatrix,numLike-method solve-methods |
| Create a Woodbury matrix identity matrix | WoodburyMatrix |
| Virtual class for Woodbury identity matrices | %*%,GWoodburyMatrix,ANY-method %*%,SWoodburyMatrix,ANY-method GWoodburyMatrix-class isSymmetric,GWoodburyMatrix-method isSymmetric,SWoodburyMatrix-method SWoodburyMatrix-class t,GWoodburyMatrix-method t,SWoodburyMatrix-method WoodburyMatrix-class |