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 almost 2 years ago.
8 previous versions
- mvnfast_0.2.4. Released almost 2 years ago.
- mvnfast_0.2.2. Released over 2 years ago.
- mvnfast_0.2.0. Released almost 3 years ago.
- mvnfast_0.1.7. Released about 3 years ago.
- mvnfast_0.1.6. Released about 3 years ago.
- mvnfast_0.1.5. Released over 3 years ago.
- mvnfast_0.1.4. Released almost 4 years ago.
- mvnfast_0.1.3. Released over 5 years ago.
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