braunm/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.

Getting started

Package details

MaintainerMichael Braun <[email protected]>
LicenseMPL (>= 2.0)
Version0.2.1.1
URL http://www.smu.edu/Cox/Departments/FacultyDirectory/BraunMichael
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("braunm/sparseMVN")
braunm/sparseMVN documentation built on April 8, 2018, 10:18 a.m.