jjallaire/rcpp-gallery — pull request #33 by ReverendBayes (2013-07-13 15:06:19+00:00)
Title: Fast Multivariate Normal Densities with RcppArmadillo and openMP

Submission based on SO thread:
http://stackoverflow.com/questions/17617618/dmvnorm-mvn-density-rcpparmadillo-implementation-slower-than-r-package-includi