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-4.5-noble)mvnfast_0.2.8.tar.gz(r-4.4-noble)
mvnfast_0.2.8.tgz(r-4.4-emscripten)mvnfast_0.2.8.tgz(r-4.3-emscripten)
mvnfast.pdf |mvnfast.html✨
mvnfast/json (API)

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

Peer review:

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

6.66 score 39 packages 436 scripts 8.9k downloads 1 mentions 10 exports 3 dependencies

Last updated 2 years agofrom:d0ded493bc. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKOct 26 2024
R-4.5-linux-x86_64OKOct 26 2024

Exports:dmixndmixtdmvndmvtmahamsrmixnrmixtrmvnrmvt

Dependencies:BHRcppRcppArmadillo

An Introduction to mvnfast

Matteo Fasiolo

Rendered frommvnfast.Rmdusingknitr::rmarkdownon Oct 26 2024.

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