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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curl https://depscope.dev/api/check/conda/r-mvnfastFirst published · 2020-10-17 04:58:41.893000+00:00
Last updated · 2025-09-17 20:18:45.363000+00:00