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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 |
Reference manual: | mvnfast.pdf |
Vignettes: |
mvnfast_vignette |
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 imports: | 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, shapr, simstudy, SMLE, sparseCov, UNCOVER |
Reverse suggests: | clustTMB, CPGLIB, fabricatr, nnGarrote, PSGD, RMSS, robStepSplitReg, scDesign3, spBPS, SplitGLM, splitSelect, srlars, stepSplitReg |
Please use the canonical form https://CRAN.R-project.org/package=mvnfast to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.