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 Laplace 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'.
