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: 0.2.7
Imports: Rcpp (≥ 0.12.0)
LinkingTo: Rcpp, RcppArmadillo, BH
Suggests: knitr, rmarkdown, testthat, mvtnorm, microbenchmark, MASS, plyr, RhpcBLASctl
Published: 2021-05-20
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
In views: HighPerformanceComputing
CRAN checks: mvnfast results

Documentation:

Reference manual: mvnfast.pdf
Vignettes: mvnfast_vignette

Downloads:

Package source: mvnfast_0.2.7.tar.gz
Windows binaries: r-devel: mvnfast_0.2.7.zip, r-release: mvnfast_0.2.7.zip, r-oldrel: mvnfast_0.2.7.zip
macOS binaries: r-release (arm64): mvnfast_0.2.7.tgz, r-oldrel (arm64): mvnfast_0.2.7.tgz, r-release (x86_64): mvnfast_0.2.7.tgz, r-oldrel (x86_64): mvnfast_0.2.7.tgz
Old sources: mvnfast archive

Reverse dependencies:

Reverse depends: BayesSummaryStatLM
Reverse imports: assignR, bartBMA, BayesMRA, BBSSL, BGGM, bigmatch, bltm, chickn, DiPs, discSurv, esaddle, forestecology, gmvarkit, gratia, heemod, IMIFA, match2C, MGMM, MoEClust, PROsetta, shapr, simstudy, SMLE
Reverse suggests: CPGLIB, fabricatr, nnGarrote, PSGD, SplitGLM, splitSelect, stepSplitReg

Linking:

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