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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.

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

Documentation:

Reference manual: sparseinv.pdf

Downloads:

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 dependencies:

Reverse imports: FRK, GHap, GPvecchia, IDE

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.