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mvnfast

Fast Multivariate Normal and Student's t Methods

v0.2.8 · Feb 23, 2023 · GPL (>= 2.0)
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Description

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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CRAN Check Status

14 OK
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Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (51)

imports

ADSIHT ActiveLearning4SPM BGGM BMIselect DiPs GMMinit GPTCM IADT IMIFA MGMM MoEClust MultRegCMP NeEDS4BigData PROsetta SLGP SMLE UNCOVER assignR bigmatch bspcov cpam depower discSurv esaddle ezECM forestecology gasmodel gmvarkit gratia hdcuremodels heemod leakyIV longsurr modsem mvgam plssem remstimate simstudy sparseCov srlars

suggests

CPGLIB PSGD RMSS SplitGLM clustTMB fabricatr nnGarrote robStepSplitReg spBPS splitSelect stepSplitReg

Dependency Network

Dependencies Reverse dependencies Rcpp ADSIHT ActiveLearning4SPM BGGM BMIselect DiPs GMMinit GPTCM IADT IMIFA MGMM MoEClust MultRegCMP NeEDS4BigData PROsetta SLGP +36 more reverse deps mvnfast

Version History

new 0.2.8 Mar 10, 2026
updated 0.2.8 ← 0.2.7 diff Feb 22, 2023
updated 0.2.7 ← 0.2.5.1 diff May 19, 2021
updated 0.2.5.1 ← 0.2.5 diff Oct 13, 2020
updated 0.2.5 ← 0.2.4 diff Jan 30, 2018
updated 0.2.4 ← 0.2.2 diff Jan 3, 2018
updated 0.2.2 ← 0.2.0 diff Aug 13, 2017
updated 0.2.0 ← 0.1.7 diff Feb 17, 2017
updated 0.1.7 ← 0.1.6 diff Oct 9, 2016
updated 0.1.6 ← 0.1.5 diff Oct 8, 2016
updated 0.1.5 ← 0.1.4 diff Aug 29, 2016
updated 0.1.4 ← 0.1.3 diff Jan 7, 2016
updated 0.1.3 ← 0.1.2 diff Aug 20, 2014
updated 0.1.2 ← 0.1.0 diff Jun 15, 2014
new 0.1.0 Jun 7, 2014