sparseMVN: Multivariate Normal Functions for Sparse Covariance and
Precision 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年10月25日
Author:
Michael Braun
ORCID iD
[aut, cre, cph]
Maintainer:
Michael Braun <braunm at smu.edu>
NeedsCompilation:
no
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=sparseMVN
to link to this page.