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.

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This version of mvnfast can be found in the following snapshots:


Imports/Depends/LinkingTo/Enhances (4)
  • Rcpp
  • Rcpp
  • RcppArmadillo
  • BH
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  • knitr
  • rmarkdown
  • testthat
  • mvtnorm
  • microbenchmark
  • plyr
  • RhpcBLASctl
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