sparseMVN (version 0.2.2)

Multivariate Normal Functions for Sparse Covariance and Precision Matrices

Description

Computes multivariate normal (MVN) densities, and samples from MVN distributions, when the covariance or precision matrix is sparse.

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Install

install.packages('sparseMVN')

Monthly Downloads

400

Version

0.2.2

License

MPL (>= 2.0)

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Last Published

October 25th, 2021

Functions in sparseMVN (0.2.2)