sparseMVN: Multivariate Normal Functions for Sparse Covariance and
Precision Matrices
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
[aut, cre, cph] |
| Maintainer: |
Michael Braun <braunm at smu.edu> |
| 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: |
NEWS |
| In views: |
Distributions |
| CRAN checks: |
sparseMVN results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=sparseMVN
to link to this page.