mvnfast: Fast Multivariate Normal and Student's t Methods
Version 0.2.0

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.

AuthorMatteo Fasiolo, using the C++ parallel RNG of Thijs van den Berg and Ziggurat algorithm of Jens Maurer and Steven Watanabe (boost)
Date of publication2017-02-18 00:15:41
MaintainerMatteo Fasiolo <matteo.fasiolo@gmail.com>
LicenseGPL (>= 2.0)
Version0.2.0
URL https://github.com/mfasiolo/mvnfast www.sitmo.com
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("mvnfast")

Popular man pages

dmixn: Fast density computation for mixture of multivariate normal...
dmixt: Fast density computation for mixture of multivariate...
dmvn: Fast computation of the multivariate normal density.
dmvt: Fast computation of the multivariate Student's t density.
maha: Fast computation of squared mahalanobis distance between all...
ms: Mean-shift mode seeking algorithm
rmvt: Fast simulation of multivariate Student's t random variables
See all...

All man pages Function index File listing

Man pages

dmixn: Fast density computation for mixture of multivariate normal...
dmixt: Fast density computation for mixture of multivariate...
dmvn: Fast computation of the multivariate normal density.
dmvt: Fast computation of the multivariate Student's t density.
maha: Fast computation of squared mahalanobis distance between all...
ms: Mean-shift mode seeking algorithm
rmixn: Fast simulation of r.v.s from a mixture of multivariate...
rmixt: Fast simulation of r.v.s from a mixture of multivariate...
rmvn: Fast simulation of multivariate normal random variables
rmvt: Fast simulation of multivariate Student's t random variables

Functions

dmixn Man page Source code
dmixt Man page Source code
dmvn Man page Source code
dmvt Man page Source code
maha Man page Source code
ms Man page Source code
rmixn Man page Source code
rmixt Man page Source code
rmvn Man page Source code
rmvt Man page Source code

Files

inst
inst/CITATION
inst/tests
inst/tests/test-rmvt.R
inst/tests/test-dmvn.R
inst/tests/test-rmixt.R
inst/tests/test-rmvn.R
inst/tests/test-ms.R
inst/tests/test-dmvt.R
inst/tests/test-dmixt.R
inst/tests/test-rmixn.R
inst/COPYRIGHTS
inst/doc
inst/doc/mvnfast.Rmd
inst/doc/mvnfast.R
inst/doc/mvnfast.html
tests
tests/test-all.R
src
src/rmixtCpp.cpp
src/Makevars
src/rmvnCpp.cpp
src/mahaCpp.cpp
src/dmvtCpp.cpp
src/msCpp.cpp
src/rmvtCpp.cpp
src/rmixnCpp.cpp
src/dmixtCpp.cpp
src/Makevars.win
src/init.c
src/sitmo
src/sitmo/sitmo.hpp
src/mvnfast.h
NAMESPACE
R
R/maha.R
R/dmixn.R
R/rmixt.R
R/dmixt.R
R/dmvt.R
R/ms.R
R/rmixn.R
R/rmvn.R
R/dmvn.R
R/rmvt.R
vignettes
vignettes/mvnfast.Rmd
MD5
build
build/vignette.rds
DESCRIPTION
man
man/rmvt.Rd
man/dmvt.Rd
man/dmixt.Rd
man/dmixn.Rd
man/maha.Rd
man/ms.Rd
man/rmixn.Rd
man/rmvn.Rd
man/rmixt.Rd
man/dmvn.Rd
mvnfast documentation built on May 20, 2017, 2:11 a.m.

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