matrixcalc: Collection of functions for matrix differential calculus
A collection of functions to support matrix differential
calculus as presented in Magnus and Neudecker (1999) Matrix
Differential Calculus with Applications in Statistics and
Econometrics, Second Edition, John Wiley, New York. Some of
the functions are comparable to APL and J functions which are
useful for actuarial models and calculations. This package is
used for teaching and research purposes at the Department of
Finance and Risk Engineering, Polytechnic University, Brooklyn,
NY 11201.
| Version: |
1.0-1 |
| Depends: |
R (≥ 2.0.1) |
| Published: |
2008-02-14 |
| Author: |
Frederick Novomestky |
| Maintainer: |
Frederick Novomestky <fnovomes at poly.edu> |
| License: |
GPL (≥ 2) |
| In views: |
Multivariate |
| CRAN checks: |
matrixcalc results |
Downloads:
Reverse dependencies: