Package: mvnfast 0.2.9

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.

Authors:Matteo Fasiolo [aut, cre], Thijs van den Berg [ctb]

mvnfast_0.2.9.tar.gz
mvnfast_0.2.9.zip(r-4.7)mvnfast_0.2.9.zip(r-4.6)mvnfast_0.2.9.zip(r-4.5)
mvnfast_0.2.9.tgz(r-4.6-x86_64)mvnfast_0.2.9.tgz(r-4.6-arm64)mvnfast_0.2.9.tgz(r-4.5-x86_64)mvnfast_0.2.9.tgz(r-4.5-arm64)
mvnfast_0.2.9.tar.gz(r-4.7-arm64)mvnfast_0.2.9.tar.gz(r-4.7-x86_64)mvnfast_0.2.9.tar.gz(r-4.6-arm64)mvnfast_0.2.9.tar.gz(r-4.6-x86_64)
mvnfast_0.2.9.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
mvnfast/json (API)

# Install 'mvnfast' in R:
install.packages('mvnfast', repos = c('https://mfasiolo.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/mfasiolo/mvnfast/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

Conda:

openblascppopenmp

10.66 score 38 stars 57 packages 639 scripts 11k downloads 1 mentions 10 exports 3 dependencies

Last updated from:b914565cfb. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK167
linux-devel-x86_64OK159
source / vignettesOK278
linux-release-arm64OK197
linux-release-x86_64OK196
macos-release-arm64OK234
macos-release-x86_64OK386
macos-oldrel-arm64OK192
macos-oldrel-x86_64OK295
windows-develOK239
windows-releaseOK168
windows-oldrelOK269
wasm-releaseOK187

Exports:dmixndmixtdmvndmvtmahamsrmixnrmixtrmvnrmvt

Dependencies:BHRcppRcppArmadillo

An Introduction to mvnfast

Matteo Fasiolo

Rendered frommvnfast.Rmdusingknitr::rmarkdownon May 19 2026.

Last update: 2023-02-23
Started: 2014-04-29