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

Documentation

Manual: sparseMVN.pdf
Vignettes:

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 Matrix(>=1.1.4), R (>= 3.1.2)
Imports
Suggests mvtnorm, plyr, knitr, testthat
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bgsmtr
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bayesGDS
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Package sparseMVN
Materials
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Version 0.2.0
Published 2015-02-06
License MPL (>= 2.0)
BugReports
SystemRequirements
NeedsCompilation no
Citation
CRAN checks sparseMVN check results
Package source sparseMVN_0.2.0.tar.gz