From 071343fb4c37764ba393727854f8b88c6ca9a18b Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Z=C3=A9=20Vin=C3=ADcius?= Date: Mon, 8 Oct 2018 21:23:50 -0300 Subject: [PATCH] add sparseEigen --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 57c6f6b..81fa3d1 100644 --- a/README.md +++ b/README.md @@ -146,6 +146,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [xts](https://cran.r-project.org/web/packages/xts/index.html) - eXtensible Time Series: Provide for uniform handling of R's different time-based data classes by extending zoo, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability. - [data.table](https://cran.r-project.org/web/packages/data.table/index.html) - Extension of data.frame: Fast aggregation of large data (e.g. 100GB in RAM), fast ordered joins, fast add/modify/delete of columns by group using no copies at all, list columns and a fast file reader (fread). Offers a natural and flexible syntax, for faster development. +- [sparseEigen](https://github.com/dppalomar/sparseEigen) - Sparse pricipal component analysis. - [TSdbi](http://tsdbi.r-forge.r-project.org/) - Provides a common interface to time series databases. - [tseries](https://cran.r-project.org/web/packages/tseries/index.html) - Time Series Analysis and Computational Finance. - [its](https://cran.r-project.org/web/packages/its/index.html) - Irregular time series.