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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
Michael Braun
Last Published
November 5th, 2013
Functions in sparseMVN (0.1.0)
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mvn.sparse
Sampling and log density functions for multivariate normal distribution, given a sparse covariance or precision matrix.
sparseMVN-package
Multivariate normal functions for sparse covariate and precision matrices.