RcppDist: 'Rcpp' Integration of Additional Probability Distributions

The 'Rcpp' package provides a C++ library to make it easier to use C++ with R. R and 'Rcpp' provide functions for a variety of statistical distributions. Several R packages make functions available to R for additional statistical distributions. However, to access these functions from C++ code, a costly call to the R functions must be made. 'RcppDist' provides a header-only C++ library with functions for additional statistical distributions that can be called from C++ when writing code using 'Rcpp' or 'RcppArmadillo'. Functions are available that return a 'NumericVector' as well as doubles, and for multivariate or matrix distributions, 'Armadillo' vectors and matrices. 'RcppDist' provides functions for the following distributions: the four parameter beta distribution; the location- scale t distribution; the truncated normal distribution; the truncated t distribution; a truncated location-scale t distribution; the triangle distribution; the multivariate normal distribution*; the multivariate t distribution*; the Wishart distribution*; and the inverse Wishart distribution*. Distributions marked with an asterisk rely on 'RcppArmadillo'.

Package details

AuthorJB Duck-Mayr [aut, cre] (<https://orcid.org/0000-0002-2231-1294>)
MaintainerJB Duck-Mayr <[email protected]>
LicenseGPL (>= 2.0)
Version0.1.1
URL https://github.com/duckmayr/RcppDist
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("RcppDist")

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RcppDist documentation built on May 2, 2019, 9:44 a.m.