mvnfast: Fast Multivariate Normal and Student's t Methods (original) (raw)
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: | 0.2.8 |
|---|---|
| Imports: | Rcpp |
| LinkingTo: | Rcpp, RcppArmadillo, BH |
| Suggests: | knitr, rmarkdown, testthat, mvtnorm, microbenchmark, MASS, plyr, RhpcBLASctl |
| Published: | 2023-02-23 |
| DOI: | 10.32614/CRAN.package.mvnfast |
| 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 |
| URL: | https://github.com/mfasiolo/mvnfast/ |
| NeedsCompilation: | yes |
| Citation: | mvnfast citation info |
| Materials: | |
| In views: | HighPerformanceComputing |
| CRAN checks: | mvnfast results |
Documentation:
Downloads:
Reverse dependencies:
| Reverse imports: | ADSIHT, assignR, BGGM, bigmatch, bltm, bspcov, clarify, DiPs, discSurv, esaddle, ezECM, forestecology, gasmodel, GloScope, gmvarkit, gratia, hdcuremodels, heemod, IADT, IMIFA, leakyIV, longsurr, MGMM, modsem, MoEClust, MultRegCMP, mvgam, PROsetta, remstimate, simstudy, SMLE, sparseCov, UNCOVER |
|---|---|
| Reverse suggests: | clustTMB, CPGLIB, fabricatr, nnGarrote, PSGD, RMSS, robStepSplitReg, scDesign3, spBPS, SplitGLM, splitSelect, srlars, stepSplitReg |
Linking:
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