mvnfast: Fast Multivariate Normal and Student's t Methods

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-x86_64)mvnfast_0.2.9.zip(r-4.6-x86_64)mvnfast_0.2.9.zip(r-4.5-x86_64)
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✨
DESCRIPTION
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:

openblas cpp openmp

10.53 score 38 stars 56 packages 646 scripts 8.1k downloads 1 mentions 10 exports 3 dependencies

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

Target	Result	Time
linux-devel-arm64	OK	152
linux-devel-x86_64	OK	179
source / vignettes	OK	279
linux-release-arm64	OK	141
linux-release-x86_64	OK	176
macos-release-arm64	OK	131
macos-release-x86_64	OK	287
macos-oldrel-arm64	OK	102
macos-oldrel-x86_64	OK	268
windows-devel-x86_64	OK	167
windows-release-x86_64	OK	169
windows-oldrel-x86_64	OK	177
wasm-release	OK	167

Exports:dmixn dmixt dmvn dmvt maha ms rmixn rmixt rmvn rmvt

Dependencies:BH Rcpp RcppArmadillo

An Introduction to mvnfast

Rendered frommvnfast.Rmdusingknitr::rmarkdown

Help page	Topics
Fast density computation for mixture of multivariate normal distributions.	dmixn
Fast density computation for mixture of multivariate Student's t distributions.	dmixt
Fast computation of the multivariate normal density.	dmvn
Fast computation of the multivariate Student's t density.	dmvt
Fast computation of squared mahalanobis distance between all rows of 'X' and the vector 'mu' with respect to sigma.	maha
Mean-shift mode seeking algorithm	ms
Fast simulation of r.v.s from a mixture of multivariate normal densities	rmixn
Fast simulation of r.v.s from a mixture of multivariate Student's t densities	rmixt
Fast simulation of multivariate normal random variables	rmvn
Fast simulation of multivariate Student's t random variables	rmvt

Help page

Topics

Fast density computation for mixture of multivariate normal distributions.

dmixn

Fast density computation for mixture of multivariate Student's t distributions.

dmixt

Fast computation of the multivariate normal density.

dmvn

Fast computation of the multivariate Student's t density.

dmvt

Fast computation of squared mahalanobis distance between all rows of 'X' and the vector 'mu' with respect to sigma.

maha