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.

Getting started

Package details

AuthorDario Azzimonti
MaintainerDario Azzimonti <[email protected]>
LicenseGPL-3
Version0.2.1
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 May 2, 2019, 3:42 p.m.