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.

Version: 0.2.5
Imports: Rcpp (≥ 0.12.0)
LinkingTo: Rcpp, RcppArmadillo, BH
Suggests: knitr, rmarkdown, testthat, mvtnorm, microbenchmark, MASS, plyr, RhpcBLASctl
Published: 2018-01-31
Author: Matteo Fasiolo [aut, cre], Thijs van den Berg [ctb]
Maintainer: Matteo Fasiolo <matteo.fasiolo at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)]
Copyright: see file COPYRIGHTS
URL: https://github.com/mfasiolo/mvnfast, www.sitmo.com
NeedsCompilation: yes
Citation: mvnfast citation info
Materials: ChangeLog
CRAN checks: mvnfast results

Downloads:

Reference manual: mvnfast.pdf
Vignettes: mvnfast_vignette
Package source: mvnfast_0.2.5.tar.gz
Windows binaries: r-devel: mvnfast_0.2.5.zip, r-release: mvnfast_0.2.5.zip, r-oldrel: mvnfast_0.2.5.zip
OS X binaries: r-release: mvnfast_0.2.5.tgz, r-oldrel: mvnfast_0.2.5.tgz
Old sources: mvnfast archive

Reverse dependencies:

Reverse depends: BayesSummaryStatLM, dyads
Reverse imports: bigmatch, DDPGPSurv, esaddle, gmvarkit, heemod, horserule, IMIFA, mgcViz, mmtfa, MoEClust, RxODE, simstudy, VARsignR
Reverse suggests: fabricatr

Linking:

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