Fast Multivariate Normal and Student's t Methods

---

Documentation for package ‘mvnfast’ version 0.2.8

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

dmixn	Fast density computation for mixture of multivariate normal distributions.
dmixt	Fast density computation for mixture of multivariate Student's t distributions.
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
rmixn	Fast simulation of r.v.s from a mixture of multivariate normal densities
rmixt	Fast simulation of r.v.s from a mixture of multivariate Student's t densities
rmvn	Fast simulation of multivariate normal random variables
rmvt	Fast simulation of multivariate Student's t random variables