r-sparseinv 0.1.3
Channel: guix-cran
Home page: https://cran.r-project.org/package=sparseinv
Licenses: FSDG-compatible
Synopsis: Computation of the Sparse Inverse Subset
Description:
This package creates a wrapper for the SuiteSparse
routines that execute the Takahashi equations. These equations compute the elements of the inverse of a sparse matrix at locations where the its Cholesky factor is structurally non-zero. The resulting matrix is known as a sparse inverse subset. Some helper functions are also implemented. Support for spam matrices is currently limited and will be implemented in the future. See Rue and Martino (2007) <doi:10.1016/j.jspi.2006.07.016> and Zammit-Mangion and Rougier (2018) <doi:10.1016/j.csda.2018.02.001> for the application of these equations to statistics.
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