CRAN

anMC 0.1.0

Compute High Dimensional Orthant Probabilities

This package cannot yet be used with Renjin because there was a problem building the package using Renjin's toolchain. View Build Log

Dependencies

microbenchmark 1.4-2.1 Rcpp mvtnorm 1.0-6

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.

Test Results

This package was last tested against Renjin 0.8.2359 on May 26, 2017.

Source

R
C
C++

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Release History