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.
|Author||Matteo Fasiolo, using the C++ parallel RNG of Thijs van den Berg and Ziggurat algorithm of Jens Maurer and Steven Watanabe (boost)|
|Date of publication||2017-02-18 00:15:41|
|Maintainer||Matteo Fasiolo <email@example.com>|
|License||GPL (>= 2.0)|
|Package repository||View on CRAN|
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