sparseMVN-package
Multivariate Normal Functions for Sparse Covariate and Precision Matrices
The ‘workhorse’ functions for sampling and computing densities.
dmvn.sparse()
Compute density from multivariate normal distribution
rmvn.sparse()
Sample from multivariate normal distribution
Functions and data used in the vignettes and examples
binary.f() binary.grad() binary.hess() binary.sim()
binary.f()
binary.grad()
binary.hess()
binary.sim()
Binary choice example