ProgrameR

Outer product of two vectors in Fortran

Posted in Mathmatics, Statistics by emeryyi on May 22, 2010

Unfortunately, no outer product intrinsic function available in Fortran. Outer product return a matrix from two user-provided vector a and b,

where

(more…)

Tagged with:

Fortran Intrinsic Function for Lasso thresholding rule

Posted in Statistics by emeryyi on May 22, 2010

In Lasso solution, the thresholding rule is

Which can be achieved in Fortran by

sign(dim(abs(a),b),a)

(more…)

Tagged with: ,