CRAN/E | mvnfast

mvnfast

Fast Multivariate Normal and Student's t Methods

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

Key Metrics

Version 0.2.8
Published 2023-02-23 592 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks mvnfast results

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Maintainer

Maintainer

Matteo Fasiolo

Authors

Matteo Fasiolo

aut / cre

Thijs van den Berg

ctb

Material

ChangeLog
Reference manual
Package source

In Views

HighPerformanceComputing

Vignettes

mvnfast_vignette

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

mvnfast archive

Imports

Rcpp

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