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.
| 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 fileCOPYRIGHTS |
| URL: | https://github.com/mfasiolo/mvnfast/ |
| NeedsCompilation: | yes |
| Citation: | mvnfast citation info |
| Materials: | ChangeLog |
| In views: | HighPerformanceComputing |
| CRAN checks: | mvnfast results |
Documentation:
Downloads:
Reverse dependencies:
| Reverse imports: | ActiveLearning4SPM,ADSIHT,assignR,BGGM,bigmatch,bltm,BMIselect,bspcov,cpam,depower,DiPs,discSurv,esaddle,ezECM,forestecology,gasmodel,GloScope,gmvarkit,GPTCM,gratia,hdcuremodels,heemod,IADT,IMIFA,leakyIV,longsurr,MGMM,modsem,MoEClust,MultRegCMP,mvgam,NeEDS4BigData,PROsetta,remstimate,simstudy,SLGP,SMLE,sparseCov,UNCOVER |
| Reverse suggests: | clustTMB,CPGLIB,fabricatr,nnGarrote,PSGD,RMSS,robStepSplitReg,scDesign3,spBPS,SplitGLM,splitSelect,srlars,stepSplitReg |
Linking:
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