Computes multivariate normal (MVN) densities, and samples from MVN distributions, when the covariance or precision matrix is sparse.
| Version: | 0.2.0 |
| Depends: | Matrix (≥ 1.1.4), R (≥ 3.1.2) |
| Suggests: | mvtnorm, plyr, knitr, testthat |
| Published: | 2015-02-06 |
| Author: | Michael Braun [aut, cre, cph] |
| Maintainer: | Michael Braun <braunm at smu.edu> |
| License: | MPL (≥ 2.0) |
| NeedsCompilation: | no |
| Materials: | NEWS |
| In views: | Distributions |
| CRAN checks: | sparseMVN results |
| Reference manual: | sparseMVN.pdf |
| Vignettes: |
Using sparseMVN sparseMVN timing comparison |
| Package source: | sparseMVN_0.2.0.tar.gz |
| Windows binaries: | r-devel: sparseMVN_0.1.0.zip, r-release: sparseMVN_0.1.0.zip, r-oldrel: sparseMVN_0.1.0.zip |
| OS X Snow Leopard binaries: | r-release: sparseMVN_0.1.0.tgz, r-oldrel: sparseMVN_0.1.0.tgz |
| OS X Mavericks binaries: | r-release: sparseMVN_0.1.0.tgz |
| Old sources: | sparseMVN archive |
| Reverse suggests: | bayesGDS |