Tools for Matrix Algebra, Optimization and Inference Problems

maotai is an acronym for Matrix Algebra, OpTimization, And Inference problems - though I can’t deny motivation from one of my father’s favorite for the namesake. More detailed introduction will be added later.

Installation

maotai released version can be obtained from CRAN with:

install.packages("maotai")

or the up-to-date development version from github:

## install.packages("devtools")
## library(devtools)
devtools::install_github("kyoustat/maotai")

Available Functions

Current version of maotai supports following functions in the table.

Function	Description
`boot.mblock`	Generate Index for Moving Block Bootstrapping
`boot.stationary`	Generate Index for Stationary Bootstrapping
`distgmm`	Distance Measures between Multisets using Gaussian Mixture Models
`dpmeans`	DP-means Algorithm for Clustering Euclidean Data
`ecdfdist`	Distance Measures between Multiple Empirical CDFs
`ecdfdist2`	Pairwise Measures for Two Sets of Empirical CDFs
`epmeans`	EP-means Algorithm for Clustering Empirical Distributions
`lgpa`	Large-scale Generalized Procrustes Analysis
`lyapunov`	Solve Lyapunov Equation
`matderiv`	Numerical Approximation to Gradient of a Function with Matrix Argument
`mmd2test`	Kernel Two-sample Test with Maximum Mean Discrepancy
`pdeterminant`	Calculate the Pseudo-Determinant of a Matrix
`shortestpath`	Find Shortest Path using Floyd-Warshall Algorithm
`sylvester`	Solve Sylvester Equation
`trio`	Trace Ratio Optimization
`weiszfeld`	Weiszfeld Algorithm for L1-median