Compute High Dimensional Orthant Probabilities

anMC | anMC package |

ANMC_Gauss | ANMC estimate for the remainder |

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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