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sparseinv  

Computation of the Sparse Inverse Subset
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("sparseinv", "0.1.3")



Attach the package and use:
library("sparseinv")
Maintained by
Andrew Zammit-Mangion
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-01-15
Latest Update: 2018-08-23
Description:
Creates a wrapper for the 'SuiteSparse' routines that execute the Takahashi equations. These equations compute the elements of the inverse of a sparse matrix at locations where the its Cholesky factor is structurally non-zero. The resulting matrix is known as a sparse inverse subset. Some helper functions are also implemented. Support for spam matrices is currently limited and will be implemented in the future. See Rue and Martino (2007) <doi:10.1016/j.jspi.2006.07.016> and Zammit-Mangion and Rougier (2018) <doi:10.1016/j.csda.2018.02.001> for the application of these equations to statistics.
How to cite:
Andrew Zammit-Mangion (2018). sparseinv: Computation of the Sparse Inverse Subset. R package version 0.1.3, https://cran.r-project.org/web/packages/sparseinv. Accessed 21 Nov. 2024.
Previous versions and publish date:
0.1.1 (2018-01-16 11:17), 0.1.2 (2018-03-31 19:10), 0.1 (2018-01-15 13:35)
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Complete documentation for sparseinv
Functions, R codes and Examples using the sparseinv R package
Some associated functions: Takahashi_Davis . cholPermute . cholsolve . cholsolveAQinvAT . densify . sparseinv-package . symb . 
Some associated R codes: RcppExports.R . fns.R . sparseinv.R . zzz.R .  Full sparseinv package functions and examples
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