ANMC_Gauss | ANMC estimate for the remainder |
anMC-package | anMC: Compute High Dimensional Orthant Probabilities |
conservativeEstimate | Computationally efficient conservative estimate |
get_chronotime | Measure elapsed time with C++11 chrono library |
MC_Gauss | MC estimate for the remainder |
mvrnormArma | Sample from multivariate normal distribution with C++ |
ProbaMax | Probability of exceedance of maximum of Gaussian vector |
ProbaMin | Probability of exceedance of minimum of Gaussian vector |
selectActiveDims | Select active dimensions for small dimensional estimate |
selectQdims | Iteratively select active dimensions |
trmvrnorm_rej_cpp | Sample from truncated multivariate normal distribution with... |
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