Tools for Matrix Algebra, Optimization and Inference
Bayesian Multidimensional Scaling
Generate Index for Moving Block Bootstrapping
Generate Index for Stationary Bootstrapping
Cayley-Menger Determinant
Check for Distance Matrix
Check for Metric Matrix
Classical Multidimensional Scaling
Convert Covariance into Correlation Matrix
Convert Covariance into Partial Correlation Matrix
DP-means Algorithm for Clustering Euclidean Data
Distance Measures between Multiple Empirical Cumulative Distribution F...
Pairwise Measures for Two Sets of Empirical CDFs
Distance Measures between Samples through Empirical Cumulative Distrib...
EP-means Algorithm for Clustering Empirical Distributions
K-Means++ Clustering Algorithm
Leading Eigenvector Dynamics Analysis
Large-scale Generalized Procrustes Analysis
Solve Lyapunov Equation
Numerical Approximation to Gradient of a Function with Matrix Argument
Metric Depth
Kernel Two-sample Test with Maximum Mean Discrepancy
Convert 'movMF' object
Extract meaningful information from the von Mises-Fisher mixture model
von Mises-Fisher mixture model reduction - Greedy method
von Mises-Fisher mixture model reduction - partitional method
Negative Eigenfraction
Negative Eigenvalue Magnitude
Calculate the Pseudo-Determinant of a Matrix
Compute a Rotation on the 2-dimensional Sphere
Find Shortest Path using Floyd-Warshall Algorithm
Solve Sylvester Equation
Trace Ratio Optimation
t-SNE Embedding
Weiszfeld Algorithm for Computing L1-median
Barycenter of vMF Distributions Under a Wasserstein-Like Geometry
Geometric Median of vMF Distributions Under a Wasserstein-Like Geometr...
Pairwise Wasserstein-like Distance between two vMF distributions
Matrix is an universal and sometimes primary object/unit in applied mathematics and statistics. We provide a number of algorithms for selected problems in optimization and statistical inference. For general exposition to the topic with focus on statistical context, see the book by Banerjee and Roy (2014, ISBN:9781420095388).