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 file COPYRIGHTS
URL:	https://github.com/mfasiolo/mvnfast/
NeedsCompilation:	yes
Citation:	mvnfast citation info
Materials:	ChangeLog
In views:	HighPerformanceComputing
CRAN checks:	mvnfast results

Documentation:

Reference manual:	mvnfast.pdf
Vignettes:	mvnfast_vignette

Downloads:

Package source:	mvnfast_0.2.8.tar.gz
Windows binaries:	r-devel: mvnfast_0.2.8.zip, r-release: mvnfast_0.2.8.zip, r-oldrel: mvnfast_0.2.8.zip
macOS binaries:	r-release (arm64): mvnfast_0.2.8.tgz, r-oldrel (arm64): mvnfast_0.2.8.tgz, r-release (x86_64): mvnfast_0.2.8.tgz, r-oldrel (x86_64): mvnfast_0.2.8.tgz
Old sources:	mvnfast archive

Reverse dependencies:

Reverse imports:	assignR, BBSSL, 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, shapr, simstudy, SMLE, sparseCov, UNCOVER
Reverse suggests:	clustTMB, CPGLIB, fabricatr, nnGarrote, PSGD, RMSS, robStepSplitReg, scDesign3, spBPS, SplitGLM, splitSelect, srlars, stepSplitReg

Linking:

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