Package: anMC 0.2.5

anMC: Compute High Dimensional Orthant Probabilities

Computationally efficient method to estimate orthant probabilities of high-dimensional Gaussian vectors. Further implements a function to compute conservative estimates of excursion sets under Gaussian random field priors.

Authors:Dario Azzimonti [aut, cre, cph]

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Bug tracker:https://github.com/dazzimonti/anmc/issues

On CRAN:

estimationgaussianorthantprobability

10 exports 1.78 score 3 dependencies 5 dependents 6 scripts 562 downloads

Last updated 1 years agofrom:5951ec6c8d. Checks:OK: 4 NOTE: 5. Indexed: yes.

Exports:ANMC_GaussconservativeEstimateget_chronotimeMC_GaussmvrnormArmaProbaMaxProbaMinselectActiveDimsselectQdimstrmvrnorm_rej_cpp

Dependencies:mvtnormRcppRcppArmadillo