package :: mvnfast

Published by onesixx on

https://cran.r-project.org/web/packages/mvnfast/index.html

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.

 

  • rmvn(): simulates multivariate normal random vectors.
  • rmvt(): simulates Student’s t normal random vectors.
  • dmvn(): evaluates the probability density function of a multivariate normal distribution.
  • dmvt(): evaluates the probability density function of a multivariate Student’s t distribution.
  • maha(): evaluates mahalanobis distances.

 

 

Categories: Analysis

onesixx

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