sparseMVN-package: Multivariate Normal Functions for Sparse Covariate and...
In sparseMVN: Multivariate Normal Functions for Sparse Covariance and Precision Matrices
Description
Details
Author(s)
See Also
Description
MVN functions for sparse covariance and precision matrices.
Details
Computes multivariate normal (MVN) densities, and samples
from MVN distributions, when either the covariance or precision
matrix is stored as a sparse Matrix (a dsCMatrix object, as defined
in the Matrix package. The user can provide the precision matrix
directly, rather than convert it to a covariance via matrix
inversion.
Author(s)
Maintainer: Michael Braun braunm@smu.edu (ORCID) [copyright holder]
See Also
Useful links:
-
-
Report bugs at https://github.com/braunm/sparseMVN/issues/
sparseMVN documentation built on Oct. 25, 2021, 5:10 p.m.
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Description Details Author(s) See Also
Description
MVN functions for sparse covariance and precision matrices.
Details
Computes multivariate normal (MVN) densities, and samples from MVN distributions, when either the covariance or precision matrix is stored as a sparse Matrix (a dsCMatrix object, as defined in the Matrix package. The user can provide the precision matrix directly, rather than convert it to a covariance via matrix inversion.
Author(s)
Maintainer: Michael Braun braunm@smu.edu (ORCID) [copyright holder]
See Also
Useful links:
Report bugs at https://github.com/braunm/sparseMVN/issues/
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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