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'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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