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]

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-4.5-x86_64)anMC_0.2.5.tgz(r-4.5-arm64)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

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

estimationgaussianorthantprobabilityopenblascpp

3.88 score 5 packages 6 scripts 751 downloads 10 exports 3 dependencies

Last updated 2 years agofrom:5951ec6c8d. Checks:4 OK, 8 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 08 2025
R-4.5-win-x86_64NOTEMar 08 2025
R-4.5-mac-x86_64NOTEMar 08 2025
R-4.5-mac-aarch64NOTEMar 08 2025
R-4.5-linux-x86_64NOTEMar 08 2025
R-4.4-win-x86_64NOTEMar 08 2025
R-4.4-mac-x86_64NOTEMar 08 2025
R-4.4-mac-aarch64NOTEMar 08 2025
R-4.4-linux-x86_64NOTEMar 08 2025
R-4.3-win-x86_64OKMar 08 2025
R-4.3-mac-x86_64OKMar 08 2025
R-4.3-mac-aarch64OKMar 08 2025

Exports:ANMC_GaussconservativeEstimateget_chronotimeMC_GaussmvrnormArmaProbaMaxProbaMinselectActiveDimsselectQdimstrmvrnorm_rej_cpp

Dependencies:mvtnormRcppRcppArmadillo