spam: A Sparse Matrix R Package with Emphasis on MCMC Methods for Gaussian Markov Random Fields

spam: A Sparse Matrix R Package with Emphasis on MCMC Methods for Gaussian Markov Random Fields

<b>spam</b> is an <b>R</b> package for sparse matrix algebra with emphasis on a Cholesky factorization of sparse positive definite matrices. The implemantation of <b>spam</b> is based on the competing philosophical maxims to be competitively fast compared to exist...

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Bibliographic Details
Main Authors: Reinhard Furrer, Stephan R. Sain
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2010-10-01
Series:Journal of Statistical Software
Subjects:
Cholesky factorization
compactly supported covariance function
compressed sparse row format
symmetric positive-definite matrix
stochastic modeling
S3/S4
Online Access:http://www.jstatsoft.org/v36/i10/paper

Internet

http://www.jstatsoft.org/v36/i10/paper

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