Multivariate normal functions for sparse covariate and precision matrices.


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Documentation for package ‘sparseMVN’ version 0.1.0

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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.