r-sparsemvn
Computes multivariate normal (MVN) densities, and samples from MVN distributions, when the covariance or precision matrix is sparse.
Computes multivariate normal (MVN) densities, and samples from MVN distributions, when the covariance or precision matrix is sparse.
To install this package, run one of the following:
Summary
Computes multivariate normal (MVN) densities, and samples from MVN distributions, when the covariance or precision matrix is sparse.
Last Updated
Oct 25, 2021 at 18:12
License
MPL-2.0
Supported Platforms
GitHub Repository
https://github.com/braunm/sparseMVN/