matrixkit is an R package that provides a first aid kit for some matrix operations commonly used in multivariate data analysis methods.
matrixkit as part of a major project to develop a set of tools for multiblock methods. The main idea behind
matrixkit is to have a set of functions that are frequently used in several multivariate methods. For instance, calculate the (euclidean) norm of a vector, the trace of a square matrix, a Projector (aka hat matrix) matrix, obtain a binary matrix from a given factor etc.
Stable version NOT on CRAN yet:
# stable version (not yet) install.packages('matrixkit')
Development version on github:
library(devtools) install_github('matrixkit', 'gastonstat')
library(matrixkit) # create a vector v = c(1, 1, 1, 1) # vector norm vnorm(v) # create a square matrix set.seed(10) X = matrix(runif(25), 5, 5) # trace of X tr(X) # lower triangular part lower_triangular(X) # upper triangular part upper_triangular(X) # create a matrix set.seed(5) M = matrix(runif(15), 5, 3) # projector matrix projector(M)
Gaston Sanchez (
gaston.stat at gmail.com)