sparseMVN: Multivariate Normal Functions for Sparse Covariance and Precision Matrices (original) (raw)

Computes multivariate normal (MVN) densities, and samples from MVN distributions, when the covariance or precision matrix is sparse.

Version: 0.2.2
Depends: R (≥ 3.4.0)
Imports: Matrix (≥ 1.3), methods
Suggests: dplyr (≥ 1.0), tidyr (≥ 1.1), ggplot2 (≥ 3.3), forcats (≥ 0.5), mvtnorm (≥ 1.0.6) , knitr, bookdown, kableExtra, testthat, scales, trustOptim (≥ 0.8.5)
Published: 2021-10-25
DOI: 10.32614/CRAN.package.sparseMVN
Author: Michael Braun ORCID iD [aut, cre, cph]
Maintainer: Michael Braun
BugReports: https://github.com/braunm/sparseMVN/issues/
License: MPL (≥ 2.0)
URL: https://braunm.github.io/sparseMVN/,https://github.com/braunm/sparseMVN/
NeedsCompilation: no
Materials:
In views: Distributions
CRAN checks: sparseMVN results

Documentation:

Downloads:

Reverse dependencies:

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=sparseMVNto link to this page.