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:
anMC_0.2.5.tar.gz
anMC_0.2.5.zip(r-4.5)anMC_0.2.5.zip(r-4.4)anMC_0.2.5.zip(r-4.3)
anMC_0.2.5.tgz(r-4.4-x86_64)anMC_0.2.5.tgz(r-4.4-arm64)anMC_0.2.5.tgz(r-4.3-x86_64)anMC_0.2.5.tgz(r-4.3-arm64)
anMC_0.2.5.tar.gz(r-4.5-noble)anMC_0.2.5.tar.gz(r-4.4-noble)
anMC_0.2.5.tgz(r-4.4-emscripten)anMC_0.2.5.tgz(r-4.3-emscripten)
anMC.pdf |anMC.html✨
anMC/json (API)
NEWS
| # Install 'anMC' in R: |
| install.packages('anMC', repos = c('https://dazzimonti.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/dazzimonti/anmc/issues
estimationgaussianorthantprobability
Last updated 1 years agofrom:5951ec6c8d. Checks:OK: 4 NOTE: 5. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 08 2024 |
| R-4.5-win-x86_64 | NOTE | Nov 08 2024 |
| R-4.5-linux-x86_64 | NOTE | Nov 08 2024 |
| R-4.4-win-x86_64 | NOTE | Nov 08 2024 |
| R-4.4-mac-x86_64 | NOTE | Nov 08 2024 |
| R-4.4-mac-aarch64 | NOTE | Nov 08 2024 |
| R-4.3-win-x86_64 | OK | Nov 08 2024 |
| R-4.3-mac-x86_64 | OK | Nov 08 2024 |
| R-4.3-mac-aarch64 | OK | Nov 08 2024 |
Exports:ANMC_GaussconservativeEstimateget_chronotimeMC_GaussmvrnormArmaProbaMaxProbaMinselectActiveDimsselectQdimstrmvrnorm_rej_cpp
Dependencies:mvtnormRcppRcppArmadillo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| ANMC estimate for the remainder | ANMC_Gauss |
| Computationally efficient conservative estimate | conservativeEstimate |
| Measure elapsed time with C++11 chrono library | get_chronotime |
| MC estimate for the remainder | MC_Gauss |
| Sample from multivariate normal distribution with C++ | mvrnormArma |
| Probability of exceedance of maximum of Gaussian vector | ProbaMax |
| Probability of exceedance of minimum of Gaussian vector | ProbaMin |
| Select active dimensions for small dimensional estimate | selectActiveDims |
| Iteratively select active dimensions | selectQdims |
| Sample from truncated multivariate normal distribution with C++ | trmvrnorm_rej_cpp |
