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mvnfast

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.

Versions across snapshots

VersionRepositoryFileSize
0.2.8 rolling linux/jammy R-4.5 mvnfast_0.2.8.tar.gz 562.1 KiB
0.2.8 rolling linux/noble R-4.5 mvnfast_0.2.8.tar.gz 564.0 KiB
0.2.8 rolling source/ R- mvnfast_0.2.8.tar.gz 437.2 KiB
0.2.8 latest linux/jammy R-4.5 mvnfast_0.2.8.tar.gz 562.1 KiB
0.2.8 latest linux/noble R-4.5 mvnfast_0.2.8.tar.gz 564.0 KiB
0.2.8 latest source/ R- mvnfast_0.2.8.tar.gz 437.2 KiB
0.2.8 2026-04-26 source/ R- mvnfast_0.2.8.tar.gz 437.2 KiB
0.2.8 2026-04-23 source/ R- mvnfast_0.2.8.tar.gz 437.2 KiB
0.2.8 2026-04-09 windows/windows R-4.5 mvnfast_0.2.8.zip 972.6 KiB
0.2.8 2025-04-20 source/ R- mvnfast_0.2.8.tar.gz 437.2 KiB

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