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: 0.2.0
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

Downloads:

Reference manual: sparseMVN.pdf
Vignettes: Using sparseMVN
sparseMVN timing comparison
Package source: sparseMVN_0.2.0.tar.gz
Windows binaries: r-devel: sparseMVN_0.2.0.zip, r-release: sparseMVN_0.2.0.zip, r-oldrel: sparseMVN_0.2.0.zip
OS X Snow Leopard binaries: r-oldrel: sparseMVN_0.2.0.tgz
OS X Mavericks binaries: r-release: sparseMVN_0.2.0.tgz
Old sources: sparseMVN archive

Reverse dependencies:

Reverse suggests: bayesGDS