r-sparsemvn
Computes multivariate normal (MVN) densities, and samples from MVN distributions, when the covariance or precision matrix is sparse.
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Summary
Computes multivariate normal (MVN) densities, and samples from MVN distributions, when the covariance or precision matrix is sparse.
Last Updated
Sep 23, 2025 at 20:48
License
MPL-2.0
GitHub Repository
https://github.com/braunm/sparseMVN/