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mvnfast  

Fast Multivariate Normal and Student's t Methods
View on CRAN: Click here


Download and install mvnfast package within the R console
Install from CRAN:
install.packages("mvnfast")

Install from Github:
library("remotes")
install_github("cran/mvnfast")

Install by package version:
library("remotes")
install_version("mvnfast", "0.2.8")



Attach the package and use:
library("mvnfast")
Maintained by
Matteo Fasiolo
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-06-08
Latest Update: 2023-02-23
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.
How to cite:
Matteo Fasiolo (2014). mvnfast: Fast Multivariate Normal and Student's t Methods. R package version 0.2.8, https://cran.r-project.org/web/packages/mvnfast. Accessed 06 Aug. 2026.
Previous versions and publish date:
(2026-07-09 06:33), 0.1.0 (2014-06-08 23:20), 0.1.2 (2014-06-16 15:56), 0.1.3 (2014-08-21 00:24), 0.1.4 (2016-01-08 22:58), 0.1.5 (2016-08-30 18:47), 0.1.6 (2016-10-09 20:01), 0.1.7 (2016-10-10 13:51), 0.2.0 (2017-02-18 00:15), 0.2.2 (2017-08-14 15:17), 0.2.4 (2018-01-04 16:31), 0.2.5.1 (2020-10-14 18:34), 0.2.5 (2018-01-31 19:05), 0.2.7 (2021-05-20 19:00)
Other packages that cited mvnfast R package
View mvnfast citation profile
Other R packages that mvnfast depends, imports, suggests or enhances
Complete documentation for mvnfast
Functions, R codes and Examples using the mvnfast R package
Some associated functions: dmixn . dmixt . dmvn . dmvt . maha . ms . rmixn . rmixt . rmvn . rmvt . 
Some associated R codes: dmixn.R . dmixt.R . dmvn.R . dmvt.R . maha.R . ms.R . rmixn.R . rmixt.R . rmvn.R . rmvt.R .  Full mvnfast package functions and examples
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