0.5-7 (Oct 11, 2023)
* The robust Jarque-Bera test proposed by Gel and Gastwirth was added.
* Added functions for random generation of vectors uniformly distributed on the unitary
sphere and in the unitary ball.
* Function to compute the scaled condition number has been included.
0.5 (Apr 18, 2023)
* Added procedure of Doornik and Hansen, Jarque and Bera and Adjusted Lagrange multiplier
statistics for testing univariate normality based on the standardized third and fourth
moments.
* Minor modifications of moments() function, definition of the kurtosis coefficient was
corrected.
0.4-1245 (Oct 7, 2022)
* Added function to random generation of multivariate normal deviates.
* Issue related to casts from R_GetCCallable was fixed (pointed out by Prof. Brian
Ripley).
* Minor clean-ups in R_init_fastmatrix.c
* Now summary function for ols objects using "cg" method does not show the standard
error.
0.4-124 (Aug 10, 2022)
* Added function to compute the krylov matrix.
* Added function to form the Frank matrix.
* Function matrix.polynomial has been removed from the package.
* Issues in C/Fortran code of version 0.4-12 were corrected.
0.4-12 (Jul 5, 2022)
* Added function to evaluate a real general matrix polynomial.
* Added procedure for testing the variance homogeneity of correlated variables.
* Function to compute AR(1) and compound symmetry correlation matrices were included.
* Several C symbols callable by another packages were added.
0.4-1 (Apr 21, 2022)
* Added function to form a symmetric circulant matrix.
* Deprecated legacy S constants were fixed.
0.4 (Feb 13, 2022)
* Added function for rank-1 update to Cholesky factorization.
* Method "MSE" for optimal selection of ridge parameter was added.
* Added procedure to equilibrate symmetric matrices.
* Routine to computation of Bezier curve based on n+1 control points was included.
* Symbols for BLAS level 1 for plane and givens rotations were included.
0.3-8196 (Oct 18, 2021)
* Added function to build the Helmert matrix of order 'n'.
* Function for calculation of the mediancenter was added.
* Character strings in C wrappers to BLAS and LAPACK functions now are portable
(according to guidelines described in 'Writing R Extensions' Section 6.6.2)
0.3-819 (May 07, 2021)
* Added functions for solving linear systems using Jacobi, Gauss-Seidel and conjugate
gradients iterative methods.
* Function for calculation of central moments up to fourth order was included.
* Minor issue in the computation of the geometric mean was corrected.
* Now some BLAS level 1 functions provided by fastmatrix are slightly faster.
* Routine for applying the whitening transformation on a data matrix.
* Routine for computation of the Hadamard product now is slightly faster.
* Routine for the LDL decomposition of symmetric real matrices was included.
0.3-81 (Feb 05, 2021)
* ols function now has a method for conjugate gradients (cg) to fits a linear regression.
* Now cov.weighted is slightly faster.
0.3-8 (Jan 21, 2021)
* Added function to fit a linear model by ridge regression. This routine has options
to choose the ridge parameter by minimizing the generalized cross-validation criterion
as well as selecting an optimal value from a grid of specified values.
* Added function to compute the geometric mean using a Fused-Multiply-and-Add (FMA)
compensated scheme for accurate computation of floating-point product.
* Added function to compute the Wilson-Hilferty transformation for chi-squared random
variables.
0.3 (Nov 24, 2020)
* Added routines is.lower.tri and is.upper.tri for checking if a matrix is lower
or upper triangular.
* Routine for computation of the Mahalanobis distances was added, this function
checks if the covariance is a positive definite matrix.
* Added routines to compute measures of multivariate skewness and kurtosis proposed
by Mardia (Biometrika 57, 519-530).
* Several C symbols callable by another packages were added.
0.2-3571 (Oct 10, 2020)
* Added routines to support L1pack R package.
* Added routines for ordinary least-squares (OLS) using several methods: Cholesky
(chol), QR decomposition (qr), singular value decomposition (svd), and the
Sweep operator (sweep). This provides an alternative to extend the procedures
available in OLS.
* Routine for estimation of the covariance matrix using the Mean Square Successive
Method (MSSD) was included.
* Added routine to estimation of the weighted mean and covariance matrix.
* Wrapper to a C version of the Kronecker product.
* Several new addtions to the Interface to C code callable by another packages.
* Underlying code to estimation of the covariance matrix were slightly recrafted
to avoid data movement.
0.2-357 (Sep 17, 2020)
* Added routines to support SpatialPack R package.
* Set of routines for LU factorization was added.
* Matrix inversion inside 'sherman.morrison' now use 'lu2inv' function.
* Added functions to do operations envolving the symmetrizer matrix.
0.2-35 (Sep 05, 2020)
* src/minkowski.f: An error was fixed in Fortran function underlying to Lp-norm
(minkowski) for vectors with increments not equal to one.
* Clean-ups in C, R code and documentation.
* Minor issue in R_init_fastmatrix.c file was corrected.
* Interface to C code callable by another C code from other packages is provided.
0.2-3 (Aug 28, 2020)
* Added functions for array multiplication and bracket product.
* Added functions to do operations envolving the commutation matrix.
* Functions for inner products and norms for matrices were included.
* Added 'minkowski' function to Lp-norm computation on vectors.
* Added function to do column-equilibration on rectangular matrices with the
aim of reduce its condition number.
* A routine for computation of the dominant eigenvalue and its associated eigenvector
using the power method was included.
* Added a function to carry out the sweep operator on symmetric matrices.
* An implementation of Sherman-Morrison formula was added.
0.2 (Aug 14, 2020)
* Initial release of the fastmatrix package on CRAN