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 |
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