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sparseMVN (version 0.1.0)

Multivariate normal functions for sparse covariate 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

0.1.0

License

MPL (>= 2.0)

Maintainer

Last Published

November 5th, 2013

Functions in sparseMVN (0.1.0)