sparseMVN: Multivariate Normal Functions for Sparse Covariance and Precision Matrices
Version 0.2.1

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]
Date of publication2017-05-24 04:33:07 UTC
MaintainerMichael Braun <[email protected]>
LicenseMPL (>= 2.0)
Package repositoryView on CRAN
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sparseMVN documentation built on May 29, 2017, 9:37 a.m.