https://github.com/ankargren/fdr

https://github.com/ankargren/fdr

Last synced: 11 months ago
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• Host: GitHub
• URL: https://github.com/ankargren/fdr
• Owner: ankargren
• Created: 2017-11-30T09:42:01.000Z (over 8 years ago)
• Default Branch: master
• Last Pushed: 2017-12-01T07:34:52.000Z (over 8 years ago)
• Last Synced: 2025-05-20T15:46:41.712Z (about 1 year ago)
• Language: C++
• Size: 1.61 MB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

          
fdr

======

[![Build Status](https://travis-ci.org/ankargren/fdr.svg?branch=master)](https://travis-ci.org/ankargren/fdr) [![](http://www.r-pkg.org/badges/version/fdr)](http://www.r-pkg.org/pkg/fdr) [![Coverage status](https://codecov.io/gh/ankargren/fdr/branch/master/graph/badge.svg)](https://codecov.io/github/ankargren/fdr)

Overview

--------

The `fdr` package implements random number generation and density evaluation for the multivariate normal distribution, the matrix normal and matrix t distributions as well as the inverse Wishart distribution. By avoiding argument checks and a C++ implementation, the functions are quick and useful in e.g. various Monte Carlo sampling approaches (such as importance sampling and MCMC).