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Description

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.
Metadata

Version

0.2.2

License

Unknown

Platforms (77)

    Darwin
    FreeBSD
    Genode
    GHCJS
    Linux
    MMIXware
    NetBSD
    none
    OpenBSD
    Redox
    Solaris
    WASI
    Windows
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