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
Browse package contents
Package details |
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| Maintainer | Michael Braun <braunm@smu.edu> |
| License | MPL (>= 2.0) |
| Version | 0.2.2.9001 |
| URL | https://braunm.github.io/sparseMVN/ https://github.com/braunm/sparseMVN/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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