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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.
Getting started
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Package details |
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| Author | Matteo Fasiolo [aut, cre], Thijs van den Berg [ctb] |
| Maintainer | Matteo Fasiolo <matteo.fasiolo@gmail.com> |
| License | GPL (>= 2.0) |
| Version | 0.2.8 |
| URL | https://github.com/mfasiolo/mvnfast/ |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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