sparseMVN: Multivariate Normal Functions for Sparse Covariance andPrecision 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 |
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