sparseMVN-package {sparseMVN} | R Documentation |
MVN functions for sparse covariance and precision matrices.
Computes multivariate normal (MVN) densities, and samples from MVN distributions, when either the covariance or precision matrix is stored as a sparse Matrix (a dsCMatrix object, as defined in the Matrix package. The user can provide the precision matrix directly, rather than convert it to a covariance via matrix inversion.
Maintainer: Michael Braun braunm@smu.edu (ORCID) [copyright holder]
Useful links:
Report bugs at https://github.com/braunm/sparseMVN/issues/