mvnfast

0.2.8

Fast Multivariate Normal and Student's t Methods

51packages depend

168.3Kdownloads / year

0.0%test coverage

13/13checks pass

Overview

About

Maintained by Matteo FasioloFirst published 2014-06-0814 releasesCRAN page ↗GitHub ↗

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.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("mvnfast", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("mfasiolo/mvnfast")

Development version from mfasiolo/mvnfast. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-mvnfast

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-mvnfast

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-mvnfast

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 4.4 min · r-devel-linux-x86_64-fedora-clang

Code health

Yes

Tests · ratio 0.00

0.0%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-04-22
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 40%

Downloads

168.3K

CRAN downloads in the past year

Rank #1,216 · ~461/day · ~14K/mo

Releases R versions

Daily download trend is not available in this view yet.

8K30 days

30.2K90 days

168.3K1 year

Compare downloads with other packages →

Also on4.5K r2u38 autocran4.5K conda_forge80 c2d4u

Repository

GitHub ↗ mfasiolo/mvnfast

38Stars

10Forks

5Open issues

1Open PRs

0Releases

66Commits

5Contributors

66 commits · Last activity 2026-03-20 · +2.7% stars, 30d

Stars over time

2025-06-25 · 332026-07-07 · 38

Repository practices

Upstream repositoryBeta

3 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/mfasiolo/mvnfast on 2026-07-19.

Continuous integration (2)

Travis CIAppVeyor

Git structural (1)

.gitattributes

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

11 external dependencies (excludes base and recommended)

Depends (0)

none

Imports (1)

Rcpp

LinkingTo (3)

Rcpp RcppArmadillo BH

Suggests (8)

knitr rmarkdown testthat mvtnorm microbenchmarkMASSplyr RhpcBLASctl

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

51direct

11indirect

and 3 more packages.

Code & Tests

People & History

People (2)

Maintainer (1)

Matteo Fasiolo

Author, Maintainer

Authors (1)

Matteo Fasiolo

Author, Maintainer

Contributors (1)

Thijs van den Berg

Contributor · added in 0.2.4

Listed in earlier versions (4)

employing the C++ parallel RNG provided by Thijs van den Berg

no longer listed · 0.1.0

Steven Watanabe (boost)

no longer listed · 0.1.2 to 0.2.0

using the C++ parallel RNG of Thijs van den Berg

no longer listed · 0.1.2 to 0.2.2

Ziggurat algorithm of Jens Maurer

no longer listed · 0.1.2 to 0.2.0

Package Timeline

14 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
0.2.8Latest
2023-02-23 · current release · diff ↗
R
R 4.2.0 released · 2022-04-22
0.2.7
2021-05-20 · diff ↗
R
R 4.1.0 released · 2021-05-18
0.2.5.1
2020-10-14 · diff ↗
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
0.2.5
2018-01-31 · diff ↗
0.2.4
2018-01-04 · diff ↗
0.2.2
2017-08-14 · diff ↗
R
R 3.4.0 released · 2017-04-21

Show 11 earlier events

0.2.0
2017-02-18 · diff ↗
0.1.7
2016-10-10 · diff ↗
0.1.6
2016-10-09 · diff ↗
0.1.5
2016-08-30 · diff ↗
R
R 3.3.0 released · 2016-05-03
0.1.4
2016-01-08 · diff ↗
R
R 3.2.0 released · 2015-04-16
0.1.3
2014-08-21 · diff ↗
0.1.2
2014-06-16 · diff ↗
0.1.0
2014-06-08
R
R 3.1.0 released · 2014-04-10

Package metadata

First published: 2014-06-08
Total releases: 14 / 12 yrs
License: GPL (>= 2.0)
Download size: 436 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

High-Performance and Parallel Computing with R

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