mvnfast (0.2.5)

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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.

Maintainer: Matteo Fasiolo
Author(s): Matteo Fasiolo [aut, cre], Thijs van den Berg [ctb]

License: GPL (>= 2.0)

Uses: Rcpp, mvtnorm, plyr, MASS, testthat, microbenchmark, knitr, RhpcBLASctl, rmarkdown
Reverse depends: dyads
Reverse suggests: fabricatr, nnGarrote

Released about 2 years ago.

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