An R-interface to the Fortran package Expokit for matrix exponentiation and a little more.
Version 0.9 is available from CRAN. It can be installed from R.
install.packages(expoRkit)
Then load the package and check out a help file.
library(expoRkit)
?expv
The current development version can be installed from the source in this
repository using the devtools
package.
install.packages("devtools") ## if 'devtools' not installed
library(devtools)
install_github("nielsrhansen/expoRkit")
If you experience local permission problems during installation, try installing in a local directory, e.g.
install_github("nielsrhansen/expoRkit",
args = "--library=~/local/R/library")
provided that the directory exists. Then load the package from the local library
library(expoRkit, lib.loc = "~/local/R/library")