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 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 (2017) <arXiv:1707.00892> for the application of these equations to statistics.

Version: 0.1.1
Depends: R (≥ 3.1)
Imports: Matrix, methods, spam
Suggests: covr, testthat
Published: 2018-01-16
Author: Andrew Zammit-Mangion [aut, cre], Timothy Davis [ctb], Patrick Amestoy [ctb], Iain Duff [ctb], John K. Reid [ctb]
Maintainer: Andrew Zammit-Mangion <andrewzm at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: sparseinv results

Downloads:

Reference manual: sparseinv.pdf
Package source: sparseinv_0.1.1.tar.gz
Windows binaries: r-devel: sparseinv_0.1.1.zip, r-release: sparseinv_0.1.1.zip, r-oldrel: sparseinv_0.1.1.zip
OS X El Capitan binaries: r-release: sparseinv_0.1.1.tgz
OS X Mavericks binaries: r-oldrel: not available
Old sources: sparseinv archive

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