r-cran-mvnfast

GNU R fast multivariate normal and student's t methods

Description

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.

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Homepage

https://cran.r-project.org/package=mvnfast


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