Package: sparseMVN 0.2.2.9001

sparseMVN: Multivariate Normal Functions for Sparse Covariance and Precision Matrices

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

Authors:Michael Braun [aut, cre, cph]

sparseMVN_0.2.2.9001.tar.gz
sparseMVN_0.2.2.9001.zip(r-4.5)sparseMVN_0.2.2.9001.zip(r-4.4)sparseMVN_0.2.2.9001.zip(r-4.3)
sparseMVN_0.2.2.9001.tgz(r-4.5-any)sparseMVN_0.2.2.9001.tgz(r-4.4-any)sparseMVN_0.2.2.9001.tgz(r-4.3-any)
sparseMVN_0.2.2.9001.tar.gz(r-4.5-noble)sparseMVN_0.2.2.9001.tar.gz(r-4.4-noble)
sparseMVN_0.2.2.9001.tgz(r-4.4-emscripten)sparseMVN_0.2.2.9001.tgz(r-4.3-emscripten)
sparseMVN.pdf |sparseMVN.html✨
sparseMVN/json (API)
NEWS

# Install 'sparseMVN' in R:
install.packages('sparseMVN', repos = c('https://braunm.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/braunm/sparsemvn/issues

Pkgdown site:https://braunm.github.io

On CRAN:

Conda:

5.95 score 3 stars 9 packages 22 scripts 501 downloads 6 exports 2 dependencies

Last updated 3 years agofrom:8a98eeec92. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKApr 02 2025
R-4.5-winOKApr 02 2025
R-4.5-macOKApr 02 2025
R-4.5-linuxOKApr 02 2025
R-4.4-winOKApr 02 2025
R-4.4-macOKApr 02 2025
R-4.4-linuxOKApr 02 2025
R-4.3-winOKApr 02 2025
R-4.3-macOKApr 02 2025

Exports:binary.fbinary.gradbinary.hessbinary.simdmvn.sparsermvn.sparse

Dependencies:latticeMatrix

The sparseMVN package

Michael Braun, Cox School of Business, Southern Methodist University

Rendered fromsparseMVN2.Rmdusingknitr::rmarkdownon Apr 02 2025.

Last update: 2021-10-31
Started: 2021-10-31