text:
DESCRIPTION = "This module tries to make it easy to build Perl extensions that use \
functions and typemaps provided by other perl extensions. This means that a \
perl extension is treated like a shared library that provides also a C and \
an XS interface besides the perl one."

SECTION = "libs"
LICENSE = "Artistic-1.0 | GPL-1.0-or-later"
PR = "r0"

MAINTAINER=	"Poky <poky@yoctoproject.org>"
HOMEPAGE=	"https://metacpan.org/release/ExtUtils-Depends"

LIC_FILES_CHKSUM = "file://${COMMON_LICENSE_DIR}/Artistic-1.0;md5=cda03bbdc3c1951996392b872397b798 \
file://${COMMON_LICENSE_DIR}/GPL-1.0-or-later;md5=30c0b8a5048cc2f4be5ff15ef0d8cf61"

SRC_URI = "https://cpan.metacpan.org/authors/id/X/XA/XAOC/ExtUtils-Depends-0.8001.tar.gz"

SRC_URI[md5sum] = "ca203697162b842c6c1e25ce102b79a5"
SRC_URI[sha256sum] = "673c4387e7896c1a216099c1fbb3faaa7763d7f5f95a1a56a60a2a2906c131c5"
RECOMMENDS += "test-number-delta-perl-native"

S = "${WORKDIR}/ExtUtils-Depends-${PV}"

inherit cpan allarch

BBCLASSEXTEND = "native"

repository: rehsack/meta-cpan

repo_name: rehsack/meta-cpan


text:
require recipes-graphics/mesa/mesa.inc

FILESEXTRAPATHS_prepend := "${COREBASE}/meta/recipes-graphics/mesa/files:"

SRC_URI[sha256sum] = "671bfc98724ca04ccda3255d9aa7fe3c730b10477446983a708305d00e9f5b5b"

SRC_URI_remove = " \
	file://0001-meson-Add-xcb-fixes-to-loader-when-using-x11-and-dri.patch \
	file://0005-vc4-use-intmax_t-for-formatted-output-of-timespec-me.patch \
"

# Do not select this version by default
DEFAULT_PREFERENCE = "-1"
DEFAULT_PREFERENCE_sm8250 = "1"

license: MIT

repository: Mani-Sadhasivam/meta-qcom

license_type: permissive

repo_name: Mani-Sadhasivam/meta-qcom

branch_name: refs/heads/master

extension: bb


text:
@article{AMEM:71,
	author={T. Amemiya},
	title={The Estimation of the Variances in a Variance--Components Model},
	journal={International Economic Review},
	volume={12},
	year={1971},
	pages={1--13}
}

@article{ANDE:HSIA:81,
	author={T.W. Anderson and C. Hsiao},
	title={Estimation of Dynamic Models With Error Components},
	journal={Journal of the American Statistical Association},
	volume={76},
	year={1981},
	pages={598--606}
}
@Article{ANDE:HSIA:82,
  author = 	 {T.W. Anderson and C. Hsiao},
  title = 	 {Formulation and estimation of dynamic models using panel data},
  journal = 	 {Journal of Econometrics},
  year = 	 {1982},
  OPTkey = 	 {},
  volume = 	 {18},
  OPTnumber = 	 {},
  pages = 	 {47-82},
  OPTmonth = 	 {},
  OPTnote = 	 {},
  OPTannote = 	 {}
}
@article{AREL:BOND:91,
	author={M. Arellano and S. Bond},
	title={Some Tests of Specification for Panel Data : Monte Carlo Evidence and an
		Application to Employment Equations},
	journal={Review of Economic Studies},
	volume={58},
	year={1991},
	pages={277--297}
}

@book{AREL:03,
	author={M. Arellano},
	title={Panel Data Econometrics},
	publisher={Oxford University press},
	year={2003}
}

@article{BALE:VARA:87,
	author={P. Balestra and J. Varadharajan--Krishnakumar},
	title={Full Information Estimations of a System of Simultaneous Equations With
		Error Components},
	journal={Econometric Theory},
	volume={3},
	year={1987},
	pages={223--246}
}

@article{BALT:81,
	author={B.H Baltagi},
	title={Simultaneous Equations With Error Components},
	journal={Journal of Econometrics},
	volume={17},
	year={1981},
	pages={21--49}
}

@book{BALT:01,
	author={B.H. Baltagi},
	title={Econometric Analysis of Panel Data},
	publisher={John Wiley and Sons ltd},
	year={2001},
	edition={3rd}
}

@book{BALT:03,
	author={B.H. Baltagi},
	title={Econometric Analysis of Panel Data},
	publisher={John Wiley and Sons ltd},
	year={2003},
	edition={4th}
}

@Book{PFAFF:08,
    title = {Analysis of Integrated and Cointegrated Time Series with R},
    author = {Bernhard Pfaff},
    publisher = {Springer},
    edition = {Second},
    address = {New York},
    year = {2008},
    note = {ISBN 0-387-27960-1},
    url = {https://cran.r-project.org/package=urca},
}

@Book{SEVE:02,
  author = 	 {Patrick Sevestre},
  ALTeditor = 	 {},
  title = 	 {Econom\'etrie des donn\'ees de panel},
  publisher = 	 {Dunod},
  year = 	 {2002},
  OPTkey = 	 {},
  OPTvolume = 	 {},
  OPTnumber = 	 {},
  OPTseries = 	 {},
  OPTaddress = 	 {},
  OPTedition = 	 {},
  OPTmonth = 	 {},
  OPTnote = 	 {},
  OPTannote = 	 {}
}

@Book{PIRO:11,
  author = 	 {Alain Pirotte},
  ALTeditor = 	 {},
  title = 	 {Econom\'etrie des donn\'ees de panel},
  publisher = 	 {Economica},
  year = 	 {2011},
  OPTkey = 	 {},
  OPTvolume = 	 {},
  OPTnumber = 	 {},
  OPTseries = 	 {},
  OPTaddress = 	 {},
  OPTedition = 	 {},
  OPTmonth = 	 {},
  OPTnote = 	 {},
  OPTannote = 	 {}
}

@Book{HSIA:03,
  author = 	 {C. Hsiao},
  ALTeditor = 	 {},
  title = 	 {Analysis of Panel Data},
  publisher = 	 {Cambridge University Press},
  year = 	 {2003},
  OPTkey = 	 {},
  OPTvolume = 	 {},
  OPTnumber = 	 {},
  OPTseries = 	 {},
  address = 	 {Cambridge},
  OPTedition = 	 {},
  OPTmonth = 	 {},
  OPTnote = 	 {},
  OPTannote = 	 {}
}

@book{HSIA:14,
place={Cambridge},
edition={3},
series={Econometric Society Monographs},
title={Analysis of Panel Data},
DOI={10.1017/CBO9781139839327},
publisher={Cambridge University Press},
author={Hsiao, Cheng},
year={2014},
collection={Econometric Society Monographs}
}

@article{BLUN:BOND:98,
	author={R. Blundell and S. Bond},
	title={Initital Conditions and Moment Restrictions in Dynamic
                  Panel Data Models},
	journal={Journal of Econometrics},
	volume={87},
	year={1998},
	pages={115--143}
}

@article{BREU:PAGA:80,
	author={T.S. Breusch and A.R. Pagan},
	title={The Lagrange Multiplier Test and Its Applications to Model Specification
		in Econometrics},
	journal={Review of Economic Studies},
	volume={47},
	year={1980},
	pages={239--253}
}

@article{CRIB:04,
	author={F. Cribari--Neto},
	title={Asymptotic Inference Under Heteroskedasticity of Unknown Form},
	journal={Computational Statistics \& Data Analysis},
	volume={45},
	year={2004},
	pages={215--233}
}

@article{GOUR:HOLL:MONF:82,
	author={C. Gourieroux and A. Holly and A. Monfort},
	title={Likelihood Ratio Test, Wald Test, and Kuhn--Tucker Test in Linear Models
		With Inequality Constraints on the Regression Parameters},
	journal={Econometrica},
	volume={50},
	year={1982},
	pages={63--80}
}

@book{GREE:03,
	author={W.H. Greene},
	title={Econometric Analysis},
	publisher={Prentice Hall},
	year={2003},
	edition={5th}
}

@book{GREE:12,
	author={W.H. Greene},
	title={Econometric Analysis},
	publisher={Prentice Hall},
	year={2012},
	edition={7th}
}

@article{HAUS:78,
	author={J.A. Hausman},
	title={Specification Tests in Econometrics},
	journal={Econometrica},
	volume={46},
	year={1978},
	pages={1251--1271}
}

@article{HAUS:TAYL:81,
	author={J.A. Hausman and W.E. Taylor},
	title={Panel Data and Unobservable Individual Effects},
	journal={Econometrica},
	volume={49},
	year={1981},
	pages={1377--1398}
}

@article{HOLT:NEWE:ROSE:88,
	author={D. Holtz--Eakin and W. Newey and H.S. Rosen},
	title={Estimating Vector Autoregressions With Panel Data},
	journal={Econometrica},
	volume={56},
	year={1988},
	pages={1371--1395}
}

@article{HOND:85,
	author={Y. Honda},
	title={Testing the Error Components Model With Non--Normal Disturbances},
	journal={Review of Economic Studies},
	volume={52},
	year={1985},
	pages={681--690}
}

@article{KING:WU:97,
	author={M.L. King and P.X. Wu},
	title={Locally Optimal One--Sided Tests for Multiparameter Hypothese},
	journal={Econometric Reviews},
	volume={33},
	year={1997},
	pages={523--529}
}

@article{MACK:WHIT:85,
	author={J.G. MacKinnon and H. White},
	title={Some Heteroskedasticity--Consistent Covariance Matrix Estimators With Improved
		Finite Sample Properties},
	journal={Journal of Econometrics},
	volume={29},
	year={1985},
	pages={305--325}
}

@article{NERLO:71,
	author={M. Nerlove},
	title={Further Evidence on the Estimation of Dynamic Economic Relations from a
		Time--Series of Cross--Sections},
	journal={Econometrica},
	volume={39},
	year={1971},
	pages={359--382}
}

@book{STOC:WATS:07,
  title={Introduction to econometrics},
  author={Stock, James H and Watson, Mark W},
  year={2007},
  publisher={Pearson/Addison Wesley Boston}
}

@article{SWAM:70,
	author={P.A.V.B. Swamy},
	title={Efficient Inference in a Random Coefficient Regression Model},
	journal={Econometrica},
	volume={38},
	year={1970},
	pages={311--323}
}

@article{SWAM:AROR:72,
	author={P.A.V.B. Swamy and S.S Arora},
	title={The Exact Finite Sample Properties of the Estimators of Coefficients in
		the Error Components Regression Models},
	journal={Econometrica},
	volume={40},
	year={1972},
	pages={261--275}
}

@article{WALL:HUSS:69,
	author={T.D. Wallace and A. Hussain},
	title={The Use of Error Components Models in Combining Cross Section With Time
		Series Data},
	journal={Econometrica},
	volume={37},
	year={1969},
	pages={55--72},
	number={1}
}

@book{WOOL:02,
	author={J.M. Wooldridge},
	title={Econometric Analysis of Cross--Section and Panel Data},
	publisher={MIT press},

	year={2002}
}

@book{WOOL:10,
	author={J.M. Wooldridge},
        title={Econometric Analysis of Cross--Section and Panel Data},
	publisher={MIT press},

	year={2010}
}

@book{WOOL:13,
	author={J.M. Wooldridge},
	title={Introductory Econometrics: a modern approach},
	publisher={South-Western (Cengage Learning)},
	year={2013}
}

@article{ZEIL:04,
	author={A. Zeileis},
	title={Econometric Computing With {HC} and {HAC} Covariance Matrix Estimators},
	journal={Journal of Statistical Software},
	volume={11},
	year={2004},
	pages={1--17},
	number={10},
	url={https://www.jstatsoft.org/v11/i10/}
}

@article{WHIT:80,
  title={A heteroskedasticity-consistent covariance matrix estimator
                  and a direct test for heteroskedasticity},
  author={White, Halbert},
  journal={Econometrica},
  volume={48},
  number={4},
  pages={817--838},
  year={1980},
  publisher={JSTOR}
}

@article{WIND:05,
	author={F. Windmeijer},
	title={A Finite Sample Correction for the Variance of Linear Efficient Two--Steps
		{GMM} Estimators},
	journal={Journal of Econometrics},
	year={2005},
	volume={126},
	pages={25--51}
}

@article{MUNN:90,
	author={A. Munnell},
	title={Why Has Productivity Growth Declined? Productivity and Public Investment},
	journal={New England Economic Review},
	year={1990},
	pages={3--22}
}

@article{BERA:SOSA:YOON:01,
	author={A.K. Bera and W. Sosa--Escudero and M. Yoon},
	title={Tests for the Error Component Model in the Presence of Local Misspecification},
	journal={Journal of Econometrics},
	volume={101},
	year={2001},
	pages={1--23}
}

@article{BALT:LI:91,
	author={B. Baltagi and Q. Li},
	title={A Joint Test for Serial Correlation and Random Individual Effects},
	journal={Statistics and Probability Letters},
	volume={11},
	year={1991},
	pages={277--280}
}

@article{BALT:LI:95,
	author={B. Baltagi and Q. Li},
	title={Testing {AR}(1) Against {MA}(1) Disturbances in an Error Component Model},
	journal={Journal of Econometrics},
	volume={68},
	year={1995},
	pages={133--151}
}

@article{BALT:LI:97,
	author={B. Baltagi and Q. Li},
	title={Monte Carlo Results on Pure and Pretest Estimators of an Error Components
		Model With Autocorrelated Disturbances},
	journal={Annales d'Economie et de Statistique},
	volume={48},
	year={1997},
	pages={69--82}
}

@article{LAIR:WARE:82,
	author={N.M. Laird and J.H. Ware},
	title={Random--Effects Models for Longitudinal Data},
	journal={Biometrics},
	volume={38},
	year={1982},
	pages={963--974}
}

@article{BATE:04,
	author={Douglas Bates},
	title={Least Squares Calculations in \proglang{R}},
	journal={\proglang{R}--news},
	volume={4},
	year={2004},
	pages={17--20},
	number={1}
}

@article{MUND:78,
	author={Yair Mundlak},
	title={On the Pooling of Time Series and Cross Section Data},
	journal={Econometrica},
	volume={46},
	year={1978},
	pages={69--85},
	number={1}
}

@book{FOX:02,
	author={John Fox},
	title={An \proglang{R} and \proglang{S--plus} Companion to Applied Regression},
	publisher={Sage},
	year={2002}
}

@booklet{STOC:WATS:06,
	author={James Stock and Mark Watson},
	title={Heteroskedasticity--Robust Standard Errors for Fixed Effects Panel Data
		Regression},
	howpublished={NBER WP 0323},
	year={2006}
}

@article{STOC:WATS:08,
	author={James H. Stock and Mark W. Watson},
	title={Heteroskedasticity--Robust Standard Errors for Fixed Effects Panel Data
		Regression },
	journal={Econometrica },
	volume={76},
	year={2008},
	pages={155--174},
	number={1}
}

@manual{ATKI:THER:07,
	author={Beth Atkinson and Terry Therneau},
	title={\pkg{kinship}: Mixed--Effects Cox Models, Sparse Matrices, and Modeling Data
		from Large Pedigrees},
	year={2007},
	note={\proglang{R} package version 1.1.0-18},
	url={https://CRAN.R-project.org}
}

@manual{KOEN:NG:2016,
	author={Roger Koenker and Pin Ng},
	title={\pkg{SparseM}: Sparse Linear Algebra },
	year={2016},
	note={\proglang{R} package version 1.72},
	url={https://CRAN.R-project.org/package=SparseM}
}

@manual{BATE:MAEC:2016,
	author={Douglas Bates and Martin Maechler},
	title={\pkg{Matrix}: Sparse and Dense Matrix Classes and Methods },
	year={2016},
	note={\proglang{R} package version 1.2-7.1},
	url={https://CRAN.R-project.org/package=Matrix}
}

@manual{BATE:MAEC:07,
	author={Douglas Bates and Martin Maechler},
	title={\pkg{matrix}: A Matrix Package for \proglang{R}},
	year={2007},
	note={\proglang{R} package version 0.99875-2},
	url={https://CRAN.R-project.org}
}

@manual{KOEN:NG:07,
	author={Roger Koenker and Pin Ng},
	title={\pkg{sparsem}: Sparse Linear Algebra},
	year={2007},
	note={\proglang{R} package version 0.74},
	url={https://CRAN.R-project.org}
}

@manual{CROI:06,
	author={Yves Croissant},
	title={\pkg{Ecdat}: Data Sets for Econometrics},
	year={2006},
	note={\proglang{R} package version 0.1-5},
	url={https://CRAN.R-project.org}
}

@manual{FOX:06,
	author={John Fox},
	title={\pkg{car}: Companion to Applied Regression},
	year={2007},
	note={\proglang{R} package version 1.2-5},
	url={https://CRAN.R-project.org/, http://socserv.socsci.mcmaster.ca/jfox/}
}

@manual{FOX:2016,
	author={John Fox},
	title={\pkg{car}: Companion to Applied Regression },
	year={2016},
	note={\proglang{R} package version 2.1-3},
	url={https://CRAN.R-project.org/package=car}
}

@article{ZEIL:HOTH:02,
	author={Achim Zeileis and Torsten Hothorn},
	title={Diagnostic Checking in Regression Relationships},
	journal={\proglang{R} News},
	volume={2},
	year={2002},
	pages={7--10},
	number={3},
	url={https://CRAN.R-project.org/doc/Rnews/}
}

@misc{HOTH:ZEIL:MILL:MITC:07,
	author={T. Hothorn and A. Zeileis and G. Millo and D. Mitchell},
	title={\pkg{lmtest}: Testing Linear Regression Models},
	year={2007},
	howpublished={\proglang{R} package version 0.9-19},
	url={https://CRAN.R-project.org}
}

@manual{HOTH:ZEIL:FARE:CUMM:MILL:MITC:2015,
	author={T. Hothorn and A. Zeileis and R. W. Farebrother and C. Cummins and G. Millo and D. Mitchell},
	title={\pkg{lmtest}: Testing Linear Regression Models },
	year={2015},
	note={\proglang{R} package version 0.9-34},
	url={https://CRAN.R-project.org/package=lmtest}
}

@misc{LUML:ZEIL:07,
	author={T. Lumley and A. Zeileis},
	title={\pkg{sandwich}: Model--Robust Standard Error Estimation for Cross--Sectional,
		Time Series and Longitudinal Data},
	year={2007},
	howpublished={\proglang{R} package version 2.0-2},
	url={https://CRAN.R-project.org}
}

@manual{LUML:ZEIL:2015,
	author={T. Lumley and A. Zeileis},
	title={\pkg{sandwich}: Robust Covariance Matrix Estimators },
	year={2015},
	note={\proglang{R} package version 2.3-4},
	url={https://CRAN.R-project.org/package=sandwich}
}

@manual{PINH:BATE:DEBR:SARK:07,
	author={Jose Pinheiro and Douglas Bates and Saikat DebRoy and Deepayan Sarkar the
		\proglang{R} Core team},
	title={\pkg{nlme}: Linear and Nonlinear Mixed Effects Models},
	year={2007},
	note={\proglang{R} package version 3.1-86},
	url={https://CRAN.R-project.org}
}

@manual{BATE:07,
	author={Douglas Bates},
	title={\pkg{lme4}: Linear Mixed--Effects Models Using \proglang{S4} Classes},
	year={2007},
	note={\proglang{R} package version 0.99875-9},
	url={https://CRAN.R-project.org}
}

@article{CORN:RUPE:88,
	author={C. Cornwell and P. Rupert},
	title={Efficient Estimation With Panel Data: an Empirical Comparison of Instrumental
		Variables Estimators},
	journal={Journal of Applied Econometrics},
	volume={3},
	year={1988},
	pages={149--155}
}

@article{DRUK:03,
	author={D.M. Drukker},
	title={Testing for Serial Correlation in Linear Panel--Data Models},
	journal={The Stata Journal},
	volume={3},
	year={2003},
	pages={168-177},
	number={2}
}

@book{PINH:BATE:00,
	author={J.C. Pinheiro and D. Bates},
	title={Mixed--Effects Models in \proglang{S} and \proglang{S-plus}},
	publisher={Springer-Verlag},
	year={2000}
}

@unpublished{PESA:04,
	author={Pesaran, M.H.},
	title={General Diagnostic Tests for Cross Section Dependence in Panels},
	note={CESifo Working Paper Series, 1229},
	year={2004},
}

@article{DEHO:SARA:06,
	author={De Hoyos, R.E. and Sarafidis, V.},
	title={Testing for Cross--Sectional Dependence in Panel--Data Models},
	journal={The Stata Journal},
	volume={6},
	year={2006},
	pages={482-496},
	number={4}
}

@Manual{BIVA:08,
    title = {spdep: Spatial Dependence: Weighting Schemes, Statistics and Models},
    author = {Roger Bivand},
    year = {2008},
    note = {R package version 0.4-17},
 }

@Manual{R:2008,
  title     = {\proglang{R}: {A} Language and Environment for Statistical Computing},
  author    = {{\proglang{R} Development Core Team}},
  organization  = {\proglang{R} Foundation for Statistical Computing},
  address   = {Vienna, Austria},
  year      = {2008},
  note      = {{ISBN} 3-900051-07-0},
  url       = {https://www.r-project.org/}
}

  @Book{KLEI:ZEIL:08,
    title = {Applied Econometrics with {R}},
    author = {Christian Kleiber and Achim Zeileis},
    year = {2008},
    publisher = {Springer-Verlag},
    address = {New York},
    note = {{ISBN} 978-0-387-77316-2},
    url = {https://CRAN.R-project.org/package=AER},
 }

@Article{HARR:RUBI:78,
  author = 	 {Harrison, D. and Rubinfeld, D.L.},
  title = 	 {Hedonic housing prices and the demand for clean air},
  journal = 	 {Journal of Environmental Economics and Management},
  year = 	 {1978},
  OPTkey = 	 {},
  volume = 	 {5},
  OPTnumber = 	 {},
  pages = 	 {81-102},
  OPTmonth = 	 {},
  OPTnote = 	 {},
  OPTannote = 	 {}
}

@Article{BALT:CHAN:94,
  author = 	 {Baltagi, B.H. and Chang, Y.J.},
  title = 	 {Incomplete panels: a comparative study of
                  alternative estimators for the unbalanced one-way
                  error component regression model},
  journal = 	 {Journal of Econometrics},
  year = 	 {1994},
  OPTkey = 	 {},
  volume = 	 {62},
  OPTnumber = {2},
  pages = 	 {67-89},
  OPTmonth = 	 {},
  OPTnote = 	 {},
  OPTannote = 	 {}
}

@Article{ACEMO:JOHNO:ROBIN:YARED:08,
  author = 	 {A Daron Acemoglu and Simon Johnson and James A. Robinson and Pierre Yared},
  title = 	 {Income and democracy},
  journal = 	 {American Economic Review},
  year = 	 {2008},
  OPTkey = 	 {},
  volume = 	 {98(3)},
  OPTnumber = 	 {},
  pages = 	 {808-842},
  OPTmonth = 	 {},
  OPTnote = 	 {},
  OPTannote = 	 {}
}

@Article{EGGER:PFAFF:04,
  author = 	 {Peter Egger and Michael Pfaffermayr},
  title = 	 {Distance, Trade, and {FDI}: A {H}ausman-{T}aylor {SUR} Approach},
  journal = 	 {Journal of Applied Econometrics},
  year = 	 {2004},
  OPTkey = 	 {},
  volume = 	 {19(2)},
  OPTnumber = 	 {},
  pages = 	 {227-46},
  OPTmonth = 	 {},
  OPTnote = 	 {},
  OPTannote = 	 {}
}

@Article{KESSL:HANSE:LESSM:11,
  author = 	 {Anke S. Kessler and  Nico A. Hansen and Christian Lessman},
  title = 	 {Interregional redistribution and mobility in
                  federations : a positive approach},
  journal = 	 {The Review of Economic Studies},
  year = 	 {2011},
  OPTkey = 	 {},
  volume = 	 {78},
  OPTnumber = 	 {},
  pages = 	 {1345-78},
  OPTmonth = 	 {},
  OPTnote = 	 {},
  OPTannote = 	 {}
}

@Article{BREND:DRAZE:08,
  author = 	 {Adi Brender and Allan Drazen},
  title = 	 {Budget deficits and economic growth affect reelection prospects? Evidence froma large panel of countries},
  journal = 	 {American Economic Review},
  year = 	 {2008},
  OPTkey = 	 {},
  volume = 	 {98(5)},
  OPTnumber = 	 {},
  pages = 	 {2203-2220},
  OPTmonth = 	 {},
  OPTnote = 	 {},
  OPTannote = 	 {}
}

@Article{Croissant:Millo:2008,
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@Article{BARD:MOOK:10,
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@Article{REIN:REIN:TREB:16,
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    title = {Matrix: Sparse and Dense Matrix Classes and Methods},
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    note = {R package version 1.2-4},
    url = {https://CRAN.R-project.org/package=Matrix},
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    year = {2011},

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