mvnfast

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.

Tests Vignettes

Available Snapshots

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

Dependencies

Imports/Depends/LinkingTo/Enhances (4)
  • Rcpp >= 0.12.0
  • Rcpp
  • RcppArmadillo
  • BH
  • Suggests (7)
  • knitr
  • rmarkdown
  • testthat
  • mvtnorm
  • microbenchmark
  • plyr
  • RhpcBLASctl
  • Version History