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.
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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
Oct 15, 2019 at 17:15
License
MPL (>= 2.0)
Total Downloads
1
Supported Platforms