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sparseMVN  

Multivariate Normal Functions for Sparse Covariance and Precision Matrices
View on CRAN: Click here


Download and install sparseMVN package within the R console
Install from CRAN:
install.packages("sparseMVN")

Install from Github:
library("remotes")
install_github("cran/sparseMVN")

Install by package version:
library("remotes")
install_version("sparseMVN", "0.2.2")



Attach the package and use:
library("sparseMVN")
Maintained by
Michael Braun
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2013-11-05
Latest Update: 2021-10-25
Description:
Computes multivariate normal (MVN) densities, and samples from MVN distributions, when the covariance or precision matrix is sparse.
How to cite:
Michael Braun (2013). sparseMVN: Multivariate Normal Functions for Sparse Covariance and Precision Matrices. R package version 0.2.2, https://cran.r-project.org/web/packages/sparseMVN. Accessed 25 Jun. 2026.
Previous versions and publish date:
0.1.0 (2013-11-05 22:06), 0.2.0 (2015-02-06 00:54), 0.2.1.1 (2021-10-24 06:50), 0.2.1 (2017-05-24 06:33)
Other packages that cited sparseMVN R package
View sparseMVN citation profile
Other R packages that sparseMVN depends, imports, suggests or enhances
Complete documentation for sparseMVN
Functions, R codes and Examples using the sparseMVN R package
Some associated functions: binary . dmvn.sparse . rmvn.sparse . sparseMVN-package . 
Some associated R codes: binary.R . dmvn-sparse.R . rmvn-sparse.R . sparseMVN.R .  Full sparseMVN package functions and examples
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