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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 615.2 kB | win-64/r-mvnfast-0.2.7-r41h78deb2a_1.tar.bz2  2 years and 2 months ago 537 main
conda 598.9 kB | osx-64/r-mvnfast-0.2.7-r41hf5e6a41_1.tar.bz2  2 years and 2 months ago 67 main
conda 598.2 kB | osx-64/r-mvnfast-0.2.7-r42hf5e6a41_1.tar.bz2  2 years and 2 months ago 69 main
conda 597.6 kB | linux-64/r-mvnfast-0.2.7-r41h9f5de39_1.tar.bz2  2 years and 2 months ago 1621 main
conda 600.5 kB | linux-64/r-mvnfast-0.2.7-r42h9f5de39_1.tar.bz2  2 years and 2 months ago 1646 main
conda 616.5 kB | win-64/r-mvnfast-0.2.7-r41h399f8d5_0.tar.bz2  3 years and 7 months ago 774 main
conda 595.9 kB | osx-64/r-mvnfast-0.2.7-r41he5a6823_0.tar.bz2  3 years and 7 months ago 131 main
conda 607.9 kB | linux-64/r-mvnfast-0.2.7-r41h306847c_0.tar.bz2  3 years and 7 months ago 2232 main
conda 608.2 kB | win-64/r-mvnfast-0.2.7-r36h399f8d5_0.tar.bz2  3 years and 7 months ago 780 main
conda 615.5 kB | win-64/r-mvnfast-0.2.7-r40h399f8d5_0.tar.bz2  3 years and 7 months ago 773 main
conda 594.6 kB | osx-64/r-mvnfast-0.2.7-r40he5a6823_0.tar.bz2  3 years and 7 months ago 131 main
conda 599.5 kB | osx-64/r-mvnfast-0.2.7-r36he5a6823_0.tar.bz2  3 years and 7 months ago 137 main
conda 607.5 kB | linux-64/r-mvnfast-0.2.7-r40h306847c_0.tar.bz2  3 years and 7 months ago 2216 main
conda 609.7 kB | linux-64/r-mvnfast-0.2.7-r36h306847c_0.tar.bz2  3 years and 7 months ago 2263 main

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