sparseMVN: Multivariate Normal Functions for Sparse Covariance and Precision Matrices
Michael I. Braun · 2013
Description Computes multivariate normal (MVN) densities, and samples from MVN distributions, when the covariance or precision matrix is sparse.License MPL (>= 2.0) Depends R (>= 3.4.0)Imports Matrix (>= 1.3), methods Suggests dplyr (>= 1.0), tidyr (>= 1.1), ggplot2 (>= 3.3), forcats (>= 0.5), mvtnorm (>= 1.0.6), knitr, bookdown, kableExtra, testthat, scales, trustOptim (>= 0.8.5)