mvnfast: Fast Multivariate Normal and Student's t Methods
Version 0.2.2

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

Package details

AuthorMatteo Fasiolo, using the C++ parallel RNG of Thijs van den Berg
Date of publication2017-08-14 13:17:36 UTC
MaintainerMatteo Fasiolo <matteo.fasiolo@gmail.com>
LicenseGPL (>= 2.0)
Version0.2.2
URL https://github.com/mfasiolo/mvnfast www.sitmo.com
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("mvnfast")

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mvnfast documentation built on Aug. 14, 2017, 5:03 p.m.