sparseMVN-package | Multivariate normal functions for sparse covariate and precision matrices. |
dmvn.sparse | Sampling and log density functions for multivariate normal distribution, given a sparse covariance or precision matrix. |
rmvn.sparse | Sampling and log density functions for multivariate normal distribution, given a sparse covariance or precision matrix. |
sparseMVN | Multivariate normal functions for sparse covariate and precision matrices. |