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 |