Tools for Matrix Algebra, Optimization and Inference Problems

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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