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] (<https://orcid.org/0000-0003-4774-2119>)
MaintainerMichael Braun <braunm@smu.edu>
LicenseMPL (>= 2.0)
Version0.2.2
URL https://braunm.github.io/sparseMVN/ https://github.com/braunm/sparseMVN/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("sparseMVN")

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sparseMVN documentation built on Oct. 25, 2021, 5:10 p.m.