sparseMVN: Multivariate Normal Functions for Sparse Covariance and Precision Matrices

Computes multivariate normal (MVN) densities, and samples from MVN distributions, when the covariance or precision matrix is sparse.

Package details

AuthorMichael Braun [aut, cre, cph] (<>)
MaintainerMichael Braun <>
LicenseMPL (>= 2.0)
Package repositoryView on CRAN
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sparseMVN documentation built on Oct. 25, 2021, 5:10 p.m.