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.



VERSION 0.2.0 (Feb. 5, 2015)

  • Major overhaul of package structure, with new vignettes. Demos were removed in favor of vignettes.

  • New tests using testthat package.

  • Documentation now generated with roxygen2

  • Now using github for development

VERSION 0.1.0 (Nov. 1, 2013)

  • First beta release.

Reference manual

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0.2.1 by Michael Braun, 8 months ago

Browse source code at

Authors: Michael Braun [aut, cre, cph]

Documentation:   PDF Manual  

Task views: Probability Distributions

MPL (>= 2.0) license

Imports Matrix, methods

Suggests mvtnorm, plyr, knitr, testthat, dplyr, scales, reshape2, trustOptim, xtable, ggplot2, tidyr

Imported by bgsmtr.

Suggested by bayesGDS.

See at CRAN