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

Documentation

Manual: sparseMVN.pdf
Vignette: Using sparseMVN

Maintainer: Michael Braun <braunm at smu.edu>

Author(s): Michael Braun*

Install package and any missing dependencies by running this line in your R console:

install.packages("sparseMVN")

Depends R (>= 3.4.0)
Imports Matrix(>=1.2.8), methods
Suggests mvtnorm(>=1.0.6), plyr, knitr, testthat, dplyr(>=0.5.0), scales, reshape2, trustOptim(>=0.8.5), xtable(>=1.8), ggplot2(>=2.2.1), tidyr(>=0.6.1)
Enhances
Linking to
Reverse
depends
Reverse
imports
bgsmtr
Reverse
suggests
bayesGDS
Reverse
enhances
Reverse
linking to

Package sparseMVN
Materials
URL http://www.smu.edu/Cox/Departments/FacultyDirectory/BraunMichael
Task Views Distributions
Version 0.2.1
Published 2017-05-24
License MPL (>= 2.0)
BugReports
SystemRequirements
NeedsCompilation no
Citation
CRAN checks sparseMVN check results
Package source sparseMVN_0.2.1.tar.gz