Man pages for anMC
Compute High Dimensional Orthant Probabilities

anMCanMC package
ANMC_GaussANMC estimate for the remainder
conservativeEstimateComputationally efficient conservative estimate
get_chronotimeMeasure elapsed time with C++11 chrono library
MC_GaussMC estimate for the remainder
mvrnormArmaSample from multivariate normal distribution with C++
ProbaMaxProbability of exceedance of maximum of Gaussian vector
ProbaMinProbability of exceedance of minimum of Gaussian vector
selectActiveDimsSelect active dimensions for small dimensional estimate
selectQdimsIteratively select active dimensions
trmvrnorm_rej_cppSample from truncated multivariate normal distribution with...
anMC documentation built on Oct. 30, 2019, 11:41 a.m.