sparseMVN: Multivariate normal functions for sparse covariate and precision matrices

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

Version: 0.1.0
Depends: Matrix (≥ 1.1.0), R (≥ 3.0.2)
Suggests: mvtnorm, reshape2, plyr
Published: 2013-11-05
Author: Michael Braun
Maintainer: Michael Braun <braunm at smu.edu>
License: MPL (≥ 2.0)
NeedsCompilation: no
Materials: NEWS
In views: Distributions
CRAN checks: sparseMVN results

Downloads:

Reference manual: sparseMVN.pdf
Vignettes: Using the sparseMVN package
Package source: sparseMVN_0.1.0.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

Reverse dependencies:

Reverse suggests: bayesGDS