mvnfast (0.2.5)
Fast Multivariate Normal and Student's t Methods.
https://github.com/mfasiolo/mvnfast
www.sitmo.com
http://cran.r-project.org/web/packages/mvnfast
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
Released over 1 year ago.
8 previous versions
- mvnfast_0.2.4. Released over 1 year ago.
- mvnfast_0.2.2. Released about 2 years ago.
- mvnfast_0.2.0. Released over 2 years ago.
- mvnfast_0.1.7. Released almost 3 years ago.
- mvnfast_0.1.6. Released almost 3 years ago.
- mvnfast_0.1.5. Released almost 3 years ago.
- mvnfast_0.1.4. Released over 3 years ago.
- mvnfast_0.1.3. Released about 5 years ago.
Ratings
Overall: |
|
Documentation: |
|
Log in to vote.
Reviews
No one has written a review of mvnfast yet. Want to be the first? Write one now.
Related packages: GAMBoost, Matching, biglm, bnlearn, caret, ff, inline, latentnet, lga, nws, pls, proftools, pvclust, rJava, rgenoud, rlecuyer, rstream, snowFT, snow, sqldf … (20 best matches, based on common tags.)
Search for mvnfast on google, google scholar, r-help, r-devel.
Visit mvnfast on R Graphical Manual.
