Fast Multivariate Normal and Student's t Methods R package mvnfast version 0.2.8 CRAN Task View: HighPerformanceComputing (https://CRAN.R-project.org/view=HighPerformanceComputing) 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. Software Imports: Rcpp LinkingTo: Rcpp, RcppArmadillo, BH Suggests: knitr, rmarkdown, testthat, mvtnorm, microbenchmark, MASS, plyr, RhpcBLASctl Matteo Fasiolo <matteo.fasiolo@gmail.com> Comprehensive R Archive Network (CRAN) Matteo Fasiolo [aut, cre], Thijs van den Berg [ctb] GPL (>= 2.0) 2023-02-23 application/tgz https://CRAN.R-project.org/package=mvnfast doi:10.32614/CRAN.package.mvnfast