×

RcppDist

swMATH ID: 37119
Software Authors: JB Duck-Mayr
Description: R package RcppDist: ’Rcpp’ Integration of Additional Probability Distributions. The ’Rcpp’ package provides a C++ library to make it easier to use C++ with R. R and ’Rcpp’ provide functions for a variety of statistical distributions. Several R packages make functions available to R for additional statistical distributions. However, to access these functions from C++ code, a costly call to the R functions must be made. ’RcppDist’ provides a header-only C++ library with functions for additional statistical distributions that can be called from C++ when writing code using ’Rcpp’ or ’RcppArmadillo’. Functions are available that return a ’NumericVector’ as well as doubles, and for multivariate or matrix distributions, ’Armadillo’ vectors and matrices. ’RcppDist’ provides functions for the following distributions: the four parameter beta distribution; the location- scale t distribution; the truncated normal distribution; the truncated t distribution; a truncated location-scale t distribution; the triangle distribution; the multivariate normal distribution*; the multivariate t distribution*; the Wishart distribution*; and the inverse Wishart distribution*. Distributions marked with an asterisk rely on ’RcppArmadillo’.
Homepage: https://cran.r-project.org/web/packages/RcppDist/index.html
Source Code: https://github.com/cran/RcppDist
Dependencies: R
Related Software: RStan; RcppArmadillo; Rcpp; R
Cited in: 1 Publication

Citations by Year