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.

Version: 0.2.8
Imports: Rcpp
LinkingTo: Rcpp, RcppArmadillo, BH
Suggests: knitr, rmarkdown, testthat, mvtnorm, microbenchmark, MASS, plyr, RhpcBLASctl
Published: 2023-02-23
DOI: 10.32614/CRAN.package.mvnfast
Author: Matteo Fasiolo [aut, cre], Thijs van den Berg [ctb]
Maintainer: Matteo Fasiolo <matteo.fasiolo at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)]
Copyright: see file COPYRIGHTS
NeedsCompilation: yes
Citation: mvnfast citation info
Materials: ChangeLog
In views: HighPerformanceComputing
CRAN checks: mvnfast results


Reference manual: mvnfast.pdf
Vignettes: mvnfast_vignette


Package source: mvnfast_0.2.8.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): mvnfast_0.2.8.tgz, r-oldrel (arm64): mvnfast_0.2.8.tgz, r-release (x86_64): mvnfast_0.2.8.tgz, r-oldrel (x86_64): mvnfast_0.2.8.tgz
Old sources: mvnfast archive

Reverse dependencies:

Reverse imports: assignR, BBSSL, BGGM, bigmatch, bltm, bspcov, clarify, DiPs, discSurv, esaddle, forestecology, gasmodel, GloScope, gmvarkit, gratia, hdcuremodels, heemod, IADT, IMIFA, leakyIV, longsurr, MGMM, modsem, MoEClust, MultRegCMP, mvgam, PROsetta, remstimate, shapr, simstudy, SMLE, sparseCov, UNCOVER
Reverse suggests: CPGLIB, fabricatr, nnGarrote, PSGD, RMSS, robStepSplitReg, scDesign3, SplitGLM, splitSelect, srlars, stepSplitReg


Please use the canonical form to link to this page.