sparseMVN0.2.2 package

Multivariate Normal Functions for Sparse Covariance and Precision Matrices

binary

Binary choice example

dmvn.sparse

Compute density from multivariate normal distribution

rmvn.sparse

Sample from multivariate normal distribution

sparseMVN-package

Multivariate Normal Functions for Sparse Covariate and Precision Matri...

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Computes multivariate normal (MVN) densities, and samples from MVN distributions, when the covariance or precision matrix is sparse.

  • Maintainer: Michael Braun
  • License: MPL (>= 2.0)
  • Last published: 2021-10-25

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