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sparseMVN

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.

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VersionRepositoryFileSize
0.2.2 2026-04-09 windows/windows R-4.5 sparseMVN_0.2.2.zip 281.1 KiB

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