Fast Multivariate Normal and Student's t Methods


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Documentation for package ‘mvnfast’ version 0.1.7

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dmvn Fast computation of the multivariate normal density.
dmvt Fast computation of the multivariate Student's t density.
maha Fast computation of squared mahalanobis distance between all rows of 'X' and the vector 'mu' with respect to sigma.
ms Mean-shift mode seeking algorithm
rmvn Fast simulation of multivariate normal random variables
rmvt Fast simulation of multivariate Student's t random variables