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'.
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