Displaying 1 result from an estimated 1 matches for "tp3624602p3625954".
2011 Jun 25
2
Multivariate normal density in C for R
Does anyone know of a package that uses C code to calculate a multivariate
normal density?
My goal is to find a faster way to calculate MVN densities and avoid R loops
or apply functions, such as when X and mu are N x K matrices, as opposed to
vectors, and in this particular case, speed really matters. I would like to
be able to use .C or .Call to pass X, mu, Sigma, and N to a C program and
have