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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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Install

install.packages('sparseMVN')

Monthly Downloads

689

Version

0.2.2

License

MPL (>= 2.0)

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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)

Sample from multivariate normal distribution

sparseMVN-package

Multivariate Normal Functions for Sparse Covariate and Precision Matrices

Compute density from multivariate normal distribution

Binary choice example