Provides computationally efficient tools related to the multivariate normal distribution. The main functionalities are: simulating multivariate normal random vectors, evaluating multivariate normal densities and Mahalanobis distances. These tools are very efficient thanks to the use of C++ code and of the OpenMP API.
| Version: | 0.1.4 |
| Imports: | Rcpp (≥ 0.10.4) |
| LinkingTo: | Rcpp, RcppArmadillo, BH |
| Suggests: | knitr, testthat, mvtnorm, microbenchmark, MASS, plyr |
| Published: | 2016-01-08 |
| Author: | Matteo Fasiolo, using the C++ parallel RNG of Thijs van den Berg and Ziggurat algorithm of Jens Maurer and Steven Watanabe (boost) |
| 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, www.sitmo.com |
| NeedsCompilation: | yes |
| Citation: | mvnfast citation info |
| Materials: | README |
| CRAN checks: | mvnfast results |
| Reference manual: | mvnfast.pdf |
| Vignettes: |
synlik_vignette |
| Package source: | mvnfast_0.1.4.tar.gz |
| Windows binaries: | r-devel: mvnfast_0.1.4.zip, r-release: mvnfast_0.1.4.zip, r-oldrel: mvnfast_0.1.4.zip |
| OS X Snow Leopard binaries: | r-release: mvnfast_0.1.4.tgz, r-oldrel: mvnfast_0.1.3.tgz |
| OS X Mavericks binaries: | r-release: mvnfast_0.1.4.tgz |
| Old sources: | mvnfast archive |
| Reverse depends: | BayesSummaryStatLM |
| Reverse imports: | heemod, mmtfa, VARsignR |