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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
Michael Braun
Last Published
February 6th, 2015
Functions in sparseMVN (0.2.0)
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sparseMVN-package
Multivariate normal functions for sparse covariate and precision matrices.
rmvn.sparse
Multivariate normal functions with sparse covariance/precision matrix.