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.
| Version: |
0.2.5 |
| Imports: |
Rcpp (≥ 0.12.0) |
| LinkingTo: |
Rcpp, RcppArmadillo, BH |
| Suggests: |
knitr, rmarkdown, testthat, mvtnorm, microbenchmark, MASS, plyr, RhpcBLASctl |
| Published: |
2018-01-31 |
| Author: |
Matteo Fasiolo [aut, cre],
Thijs van den Berg [ctb] |
| Maintainer: |
Matteo Fasiolo <matteo.fasiolo at gmail.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)] |
| Copyright: |
see file COPYRIGHTS |
| URL: |
https://github.com/mfasiolo/mvnfast, www.sitmo.com |
| NeedsCompilation: |
yes |
| Citation: |
mvnfast citation info |
| Materials: |
ChangeLog |
| In views: |
HighPerformanceComputing |
| CRAN checks: |
mvnfast results |