sparseinv: Computation of the Sparse Inverse Subset
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.
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=sparseinv
to link to this page.