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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.
| Version: | 0.1.3 |
| Depends: | R (≥ 3.1) |
| Imports: | Matrix, methods, Rcpp, spam |
| LinkingTo: | Rcpp |
| Suggests: | covr, testthat |
| Published: | 2018-08-23 |
| DOI: | 10.32614/CRAN.package.sparseinv |
| 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 (≥ 2.1) |
| NeedsCompilation: | yes |
| CRAN checks: | sparseinv results |
| Reference manual: | sparseinv.pdf |
| Package source: | sparseinv_0.1.3.tar.gz |
| Windows binaries: | r-devel: sparseinv_0.1.3.zip, r-release: sparseinv_0.1.3.zip, r-oldrel: sparseinv_0.1.3.zip |
| macOS binaries: | r-release (arm64): sparseinv_0.1.3.tgz, r-oldrel (arm64): sparseinv_0.1.3.tgz, r-release (x86_64): sparseinv_0.1.3.tgz, r-oldrel (x86_64): sparseinv_0.1.3.tgz |
| Old sources: | sparseinv archive |
| Reverse imports: | FRK, GHap, GPvecchia, IDE |
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