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Package: mvnfast
Type: Package
Title: Fast Multivariate Normal Methods
Version: 0.1.4
Date: 2016-01-08
Author: Matteo Fasiolo, using the C++ parallel RNG of Thijs van den Berg and
Ziggurat algorithm of Jens Maurer and Steven Watanabe (boost)
Maintainer: Matteo Fasiolo <matteo.fasiolo@gmail.com>
Description: Provides computationally efficient tools related to
the multivariate normal distribution. The main functionalities are:
simulating multivariate normal random vectors, evaluating multivariate
normal densities and Mahalanobis distances. These tools are very efficient
thanks to the use of C++ code and of the OpenMP API.
License: GPL (>= 2.0)
URL: https://github.com/mfasiolo/mvnfast, www.sitmo.com
Imports: Rcpp (>= 0.10.4)
Suggests: knitr, testthat, mvtnorm, microbenchmark, MASS, plyr
LinkingTo: Rcpp, RcppArmadillo, BH
VignetteBuilder: knitr
RoxygenNote: 5.0.1
NeedsCompilation: yes
Packaged: 2016-01-08 17:50:58 UTC; teo
Repository: CRAN
Date/Publication: 2016-01-08 22:58:35
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