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 [aut, cre], Thijs van den Berg [ctb]|
|Date of publication||2018-01-31 18:05:28 UTC|
|Maintainer||Matteo Fasiolo <[email protected]>|
|License||GPL (>= 2.0)|
|Package repository||View on CRAN|
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