jjallaire/rcpp-gallery — pull request #34 by ReverendBayes (2013-09-04 14:34:29+00:00)
Title: dmvnorm_arma Updated based on Peter Rossi's comments

New function dmvnrm_arma is more efficient
issue #1 For some reason, dmvnorm_arma_mc is slower than dmvnorm_arma
but dmvnrm_arma_mc is faster than dmvnrm_arma
issue #2 Sometimes bogus compilation warning appears Line 1 attempt to
free a non-heap object ‘BB’ [enabled by default]