r-mvnfast 0.2.8
Channel: guix
Home page: https://github.com/mfasiolo/mvnfast/
Licenses: GPL 2+
Synopsis: Fast multivariate normal and Student's t methods
Description:
This package 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 developed using C++ code and of the OpenMP API.
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