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.


Reference manual

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install.packages("sparseMVN")

0.2.2 by Michael Braun, 5 years ago


https://braunm.github.io/sparseMVN/, https://github.com/braunm/sparseMVN/


Report a bug at https://github.com/braunm/sparseMVN/issues/


Browse source code at https://github.com/cran/sparseMVN


Authors: Michael Braun [aut, cre, cph]


Documentation:   PDF Manual  


MPL (>= 2.0) license


Imports Matrix, methods

Suggests dplyr, tidyr, ggplot2, forcats, mvtnorm, knitr, bookdown, kableExtra, testthat, scales, trustOptim


Imported by DAST, bage, disaggregation, sparseCov, spsur.


See at CRAN