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sparseMVN (version 0.2.0)

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

0.2.0

License

MPL (>= 2.0)

Maintainer

Last Published

February 6th, 2015

Functions in sparseMVN (0.2.0)