Package overview

sparseMVN-package

Multivariate Normal Functions for Sparse Covariate and Precision Matrices

The main event

The ‘workhorse’ functions for sampling and computing densities.

dmvn.sparse()

Compute density from multivariate normal distribution

rmvn.sparse()

Sample from multivariate normal distribution

Data and functions for examples

Functions and data used in the vignettes and examples

binary.f() binary.grad() binary.hess() binary.sim()

Binary choice example