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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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Version
0.2.2
0.2.1.1
0.2.1
0.2.0
0.1.0
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Install
install.packages('sparseMVN')
Monthly Downloads
400
Version
0.2.2
License
MPL (>= 2.0)
Issues
0
Pull Requests
0
Stars
3
Forks
0
Repository
https://github.com/braunm/sparseMVN/
Homepage
https://braunm.github.io/sparseMVN/
Maintainer
Michael Braun
Last Published
October 25th, 2021
Functions in sparseMVN (0.2.2)
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rmvn.sparse
Sample from multivariate normal distribution
sparseMVN-package
Multivariate Normal Functions for Sparse Covariate and Precision Matrices
dmvn.sparse
Compute density from multivariate normal distribution
binary
Binary choice example