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.

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Package details

AuthorDario Azzimonti
MaintainerDario Azzimonti <[email protected]>
Package repositoryView on CRAN
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anMC documentation built on May 2, 2019, 3:42 p.m.