Package: mvnfast 0.2.8

Matteo Fasiolo

mvnfast: 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.

Authors:Matteo Fasiolo [aut, cre], Thijs van den Berg [ctb]

mvnfast_0.2.8.tar.gz
mvnfast_0.2.8.tar.gz(r-4.7-arm64)mvnfast_0.2.8.tar.gz(r-4.7-x86_64)mvnfast_0.2.8.tar.gz(r-4.6-arm64)mvnfast_0.2.8.tar.gz(r-4.6-x86_64)
mvnfast_0.2.8.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
mvnfast/json (API)

# Install 'mvnfast' in R:
install.packages('mvnfast', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/mfasiolo/mvnfast/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

Conda:

openblascppopenmp

7.05 score 57 packages 568 scripts 12k downloads 1 mentions 10 exports 3 dependencies

Last updated from:d0ded493bc. Checks:6 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64OK168
linux-devel-x86_64OK168
source / vignettesOK274
linux-release-arm64OK165
linux-release-x86_64OK179
wasm-releaseOK155

Exports:dmixndmixtdmvndmvtmahamsrmixnrmixtrmvnrmvt

Dependencies:BHRcppRcppArmadillo

An Introduction to mvnfast

Matteo Fasiolo

Rendered frommvnfast.Rmdusingknitr::rmarkdownon May 29 2026.

Last update: 2023-02-23
Started: 2014-06-08