dazzimonti/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 |
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| Maintainer | Dario Azzimonti <dario.azzimonti@gmail.com> |
| License | GPL-3 |
| Version | 0.2.5 |
| URL | https://doi.org/10.1080/10618600.2017.1360781 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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