CRAN

mvnfast 0.2.5

Fast Multivariate Normal and Student's t Methods

Released Jan 31, 2018 by Matteo Fasiolo

This package can be loaded by Renjin but 9 out 11 tests failed.

Dependencies

RcppArmadillo 0.8.500.0 Rcpp BH 1.66.0-1

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.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>mvnfast</artifactId>
    <version>0.2.5-b5</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

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Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:mvnfast')

Test Results

This package was last tested against Renjin 0.9.2644 on Jun 2, 2018.

Source

R
C
C++

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Release History