Background | MVN density computation and random number generation | Sparse matrices in R | Using the sparseMVN package | An example | Performance | References
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:
sparseMVN_0.2.2.9001.tar.gz
sparseMVN_0.2.2.9001.zip(r-4.7)sparseMVN_0.2.2.9001.zip(r-4.6)sparseMVN_0.2.2.9001.zip(r-4.5)
sparseMVN_0.2.2.9001.tgz(r-4.6-any)sparseMVN_0.2.2.9001.tgz(r-4.5-any)
sparseMVN_0.2.2.9001.tar.gz(r-4.7-any)sparseMVN_0.2.2.9001.tar.gz(r-4.6-any)
sparseMVN_0.2.2.9001.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
sparseMVN/json (API)
| # 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/docs site:https://braunm.github.io
Last updated from:8a98eeec92. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 146 | ||
| source / vignettes | OK | 194 | ||
| linux-release-x86_64 | OK | 143 | ||
| macos-release-arm64 | OK | 97 | ||
| macos-oldrel-arm64 | OK | 99 | ||
| windows-devel | OK | 104 | ||
| windows-release | OK | 90 | ||
| windows-oldrel | OK | 103 | ||
| wasm-release | OK | 148 |
Exports:binary.fbinary.gradbinary.hessbinary.simdmvn.sparsermvn.sparse
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Multivariate Normal Functions for Sparse Covariate and Precision Matrices | sparseMVN-package sparseMVN _PACKAGE |
| Binary choice example | binary binary.f binary.grad binary.hess binary.sim |
| Compute density from multivariate normal distribution | dmvn.sparse |
| Sample from multivariate normal distribution | rmvn.sparse |
