Fast Multivariate Normal and Student's t Methods
Fast density computation for mixture of multivariate normal distributi...
Fast density computation for mixture of multivariate Student's t distr...
Fast computation of the multivariate normal density.
Fast computation of the multivariate Student's t density.
Fast computation of squared mahalanobis distance between all rows of `...
Mean-shift mode seeking algorithm
Fast simulation of r.v.s from a mixture of multivariate normal densiti...
Fast simulation of r.v.s from a mixture of multivariate Student's t de...
Fast simulation of multivariate normal random variables
Fast simulation of multivariate Student's t random variables
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.