Compute High Dimensional Orthant Probabilities
Released Nov 21, 2017 by Dario Azzimonti
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.
This package can be included as a dependency from a Java or Scala project by including
the following your project's
about embedding Renjin in JVM-based projects.
<dependencies> <dependency> <groupId>org.renjin.cran</groupId> <artifactId>anMC</artifactId> <version>0.2.0-b3</version> </dependency> </dependencies> <repositories> <repository> <id>bedatadriven</id> <name>bedatadriven public repo</name> <url>https://nexus.bedatadriven.com/content/groups/public/</url> </repository> </repositories>
If you're using Renjin from the command line, you load this library by invoking:
This package was last tested against Renjin 0.8.2561 on Dec 22, 2017.