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.

Install the latest version of this package by entering the following in R:
install.packages("sparseMVN")
AuthorMichael Braun [aut, cre, cph]
Date of publication2015-02-06 00:54:37
MaintainerMichael Braun <braunm@smu.edu>
LicenseMPL (>= 2.0)
Version0.2.0

View on CRAN

Files

inst
inst/examples
inst/examples/run_timing.Rmd
inst/examples/timing.pdf
inst/doc
inst/doc/sparseMVN-demo.Rmd
inst/doc/sparseMVN-demo.html
inst/doc/sparseMVN-demo.R
inst/doc/timing.Rmd
inst/doc/timing.pdf
tests
tests/testthat.R
tests/testthat
tests/testthat/test_sparseMVN.R
NAMESPACE
NEWS
R
R/sparseMVN-package.R R/rmvn-sparse.R
vignettes
vignettes/sparseMVN-demo.Rmd
vignettes/timing.html
vignettes/timing.Rmd
vignettes/sparseMVN.bib
MD5
build
build/vignette.rds
DESCRIPTION
man
man/sparseMVN-package.Rd man/rmvn.sparse.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.