SparseM: A Sparse Matrix Package for R

Roger Koenker, Pin Ng

Research output: Contribution to journalArticlepeer-review

31 Scopus citations

Abstract

SparseM provides some basic R functionality for linear algebra with sparse matrices. Use of the package is illustrated by a family of linear model fitting functions that implement least squares methods for problems with sparse design matrices. Significant performance improvements in memory utilization and computational speed are possible for applications involving large sparse matrices.

Original languageEnglish (US)
Pages (from-to)1-9
Number of pages9
JournalJournal of Statistical Software
Volume8
DOIs
StatePublished - 2003

ASJC Scopus subject areas

  • Software
  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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