mvnfast

Fast Multivariate Normal and Student's t Methods

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.

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Description file content

Package
mvnfast
Type
Package
Title
Fast Multivariate Normal and Student's t Methods
Version
0.2.5
Date
2018-01-31
Maintainer
Matteo Fasiolo
Description
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.
License
GPL (>= 2.0)
URL
Imports
Rcpp (>= 0.12.0)
Suggests
knitr, rmarkdown, testthat, mvtnorm, microbenchmark, MASS, plyr, RhpcBLASctl
LinkingTo
Rcpp, RcppArmadillo, BH
VignetteBuilder
knitr
RoxygenNote
6.0.1
NeedsCompilation
yes
Packaged
2018-01-31 13:22:24 UTC; teo
Author
Matteo Fasiolo [aut, cre], Thijs van den Berg [ctb]
Repository
CRAN
Date/Publication
2018-01-31 18:05:28 UTC

install.packages('mvnfast')

0.2.5

a year ago

https://github.com/mfasiolo/mvnfast

Matteo Fasiolo

GPL (>= 2.0)

Imports

Rcpp (>= 0.12.0)

Suggests

knitr, rmarkdown, testthat, mvtnorm, microbenchmark, MASS, plyr, RhpcBLASctl

Discussions