Multivariate Normal Probabilities using Vecchia Approximation

Documentation for package ‘VeccTMVN’ version 1.0.0

FIC_reorder_univar	Univariate ordering under FIC approximation, first m chosen by m iter of dense univariate reordering
find_nn_corr	Find ordered nearest neighbors based on a correlation Matrix. Assuming the absolute value of the correlation is monotonically decreasing with distance. Returns an n X (m + 1) matrix similar to 'GpGp::find_ordered_nn'.
get_sp_inv_chol	Get the inverse upper Cholesky factor under the Vecchia approximation
loglk_censor_MVN	Compute censored multivariate normal (MVN) log-probabilities that have spatial covariance matrices using Vecchia approximation
mvrandn	Simulate censored multivariate normal (MVN) as censored locations using the Vecchia approximation
pmvn	Compute multivariate normal (MVN) probabilities that have spatial covariance matrices using Vecchia approximation
ptmvrandn	Simulate censored multivariate normal (MVN) as censored locations using the Vecchia approximation
VeccTMVN	VeccTMVN
Vecc_reorder	Univariate ordering under Vecchia approximation