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.

Package details

AuthorDario Azzimonti [aut, cre, cph] (<https://orcid.org/0000-0001-5080-3061>)
MaintainerDario Azzimonti <dario.azzimonti@gmail.com>
LicenseGPL-3
Version0.2.5
URL https://doi.org/10.1080/10618600.2017.1360781
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("anMC")

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anMC documentation built on Aug. 22, 2023, 5:08 p.m.