40 lines
2.1 KiB
Python
40 lines
2.1 KiB
Python
# Copyright Spack Project Developers. See COPYRIGHT file for details.
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#
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# SPDX-License-Identifier: (Apache-2.0 OR MIT)
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from spack.package import *
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class RFastmatrix(RPackage):
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"""Fast Computation of some Matrices Useful in Statistics.
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Small set of functions to fast computation of some matrices and operations
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useful in statistics and econometrics. Currently, there are functions for
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efficient computation of duplication, commutation and symmetrizer matrices
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with minimal storage requirements. Some commonly used matrix decompositions
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(LU and LDL), basic matrix operations (for instance, Hadamard, Kronecker
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products and the Sherman-Morrison formula) and iterative solvers for linear
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systems are also available. In addition, the package includes a number of
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common statistical procedures such as the sweep operator, weighted mean and
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covariance matrix using an online algorithm, linear regression (using
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Cholesky, QR, SVD, sweep operator and conjugate gradients methods), ridge
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regression (with optimal selection of the ridge parameter considering the
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GCV procedure), functions to compute the multivariate skewness, kurtosis,
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Mahalanobis distance (checking the positive defineteness) and the
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Wilson-Hilferty transformation of chi squared variables. Furthermore, the
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package provides interfaces to C code callable by another C code from other
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R packages."""
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cran = "fastmatrix"
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license("GPL-3.0-only")
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version("0.5-772", sha256="72601bae9a59f467c5da9ccf08788f0233cdbb2420b6b2aa43a42a2632ff9c55")
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version("0.5", sha256="fb5f251a98425161e9dbbbb7edf95226725255b1474aad03ab046c7c6c6c3f12")
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version("0.4-1245", sha256="ee2e12b5dcda4585cca21f2c0ac144706f6fd26024586e91d622c6cd66d1d873")
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version("0.4-1", sha256="494a1aad38dcec28956eba8d095c964b20c5388dfb6dc2a23848ae37ea61cde5")
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version("0.3-8196", sha256="72fae07c627b995a091ccc3e14b2b2167474e3b1f14d723e87252538cf978fb6")
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version("0.3", sha256="d92e789454a129db5f6f5b23e0d2245f3d55ff34b167427af265b9a6331e7c21")
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depends_on("r@3.5.0:", type=("build", "run"))
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