Installation
About
Provides computationally efficient tools related to the multivariate normal and Student's t distributions. The main functionalities are: simulating multivariate random vectors, evaluating multivariate normal or Student's t densities and Mahalanobis distances. These tools are very efficient thanks to the use of C++ code and of the OpenMP API.
| Citation | mvnfast citation info |
| github.com/mfasiolo/mvnfast/ | |
| Copyright | see file COPYRIGHTS |
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Maintainer
| Maintainer | Matteo Fasiolo |