Package: sparseinv 0.1.3
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.
Authors:
sparseinv_0.1.3.tar.gz
sparseinv_0.1.3.zip(r-4.5)sparseinv_0.1.3.zip(r-4.4)sparseinv_0.1.3.zip(r-4.3)
sparseinv_0.1.3.tgz(r-4.4-x86_64)sparseinv_0.1.3.tgz(r-4.4-arm64)sparseinv_0.1.3.tgz(r-4.3-x86_64)sparseinv_0.1.3.tgz(r-4.3-arm64)
sparseinv_0.1.3.tar.gz(r-4.5-noble)sparseinv_0.1.3.tar.gz(r-4.4-noble)
sparseinv_0.1.3.tgz(r-4.4-emscripten)sparseinv_0.1.3.tgz(r-4.3-emscripten)
sparseinv.pdf |sparseinv.html✨
sparseinv/json (API)
# Install 'sparseinv' in R: |
install.packages('sparseinv', repos = c('https://andrewzm.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/andrewzm/sparseinv/issues
Last updated 6 years agofrom:d9c3f66270. Checks:OK: 4 NOTE: 5. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 04 2024 |
R-4.5-win-x86_64 | NOTE | Nov 04 2024 |
R-4.5-linux-x86_64 | NOTE | Nov 04 2024 |
R-4.4-win-x86_64 | NOTE | Nov 04 2024 |
R-4.4-mac-x86_64 | NOTE | Nov 04 2024 |
R-4.4-mac-aarch64 | NOTE | Nov 04 2024 |
R-4.3-win-x86_64 | OK | Nov 04 2024 |
R-4.3-mac-x86_64 | OK | Nov 04 2024 |
R-4.3-mac-aarch64 | OK | Nov 04 2024 |
Exports:cholPermutecholsolvecholsolveAQinvATdensifysymbTakahashi_Davis
Readme and manuals
Help Manual
Help page | Topics |
---|---|
sparseinv | sparseinv-package |
Sparse Cholesky factorisation with fill-in reducing permutations | cholPermute |
Solve the equation Qx = y | cholsolve |
Solve the equation X = AQ^-1t(A) under permutations | cholsolveAQinvAT |
Densify with explicit zeroes | densify |
Return the symbolic representation of a Matrix | symb |
Takahashi equations | Takahashi_Davis |