Creates a wrapper for the 'SuiteSparse' routines that execute the Takahashi equations. These equations compute the elements of the inverse of a sparse matrix at locations where the its Cholesky factor is structurally non-zero. The resulting matrix is known as a sparse inverse subset. Some helper functions are also implemented. Support for spam matrices is currently limited and will be implemented in the future. See Rue and Martino (2007) <doi:10.1016/j.jspi.2006.07.016> and Zammit-Mangion and Rougier (2018) <doi:10.1016/j.csda.2018.02.001> for the application of these equations to statistics.
copied from cf-staging / r-sparseinvLabel | Latest Version |
---|---|
main | 0.1.3 |
cf201901 | 0.1.3 |
cf202003 | 0.1.3 |
gcc7 | 0.1.3 |