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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.

copied from cf-staging / r-mvnfast
Type Size Name Uploaded Downloads Labels
conda 267.4 kB | win-64/r-mvnfast-0.2.5-r36haf2acee_1.tar.bz2  4 years and 9 months ago 1047 main cf202003
conda 267.3 kB | win-64/r-mvnfast-0.2.5-r35haf2acee_1.tar.bz2  4 years and 9 months ago 1019 main cf202003
conda 243.2 kB | osx-64/r-mvnfast-0.2.5-r35ha4e0109_1.tar.bz2  4 years and 9 months ago 320 main cf202003
conda 243.5 kB | osx-64/r-mvnfast-0.2.5-r36ha4e0109_1.tar.bz2  4 years and 9 months ago 331 main cf202003
conda 263.3 kB | linux-64/r-mvnfast-0.2.5-r36hc8faad4_1.tar.bz2  4 years and 9 months ago 2954 main cf202003
conda 262.7 kB | linux-64/r-mvnfast-0.2.5-r35hc8faad4_1.tar.bz2  4 years and 9 months ago 3028 main cf202003
conda 242.0 kB | osx-64/r-mvnfast-0.2.5-r35hf99fc2c_0.tar.bz2  5 years and 3 months ago 357 main cf202003
conda 242.6 kB | osx-64/r-mvnfast-0.2.5-r36hf99fc2c_0.tar.bz2  5 years and 3 months ago 361 main cf202003
conda 268.2 kB | win-64/r-mvnfast-0.2.5-r36h796a38f_0.tar.bz2  5 years and 3 months ago 1321 main cf202003
conda 267.8 kB | win-64/r-mvnfast-0.2.5-r35h796a38f_0.tar.bz2  5 years and 3 months ago 1305 main cf202003
conda 262.1 kB | linux-64/r-mvnfast-0.2.5-r35h0357c0b_0.tar.bz2  5 years and 3 months ago 3614 main cf202003
conda 262.6 kB | linux-64/r-mvnfast-0.2.5-r36h0357c0b_0.tar.bz2  5 years and 3 months ago 4438 main cf202003

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