CRAN

anMC 0.1.0

Compute High Dimensional Orthant Probabilities

Released May 4, 2017 by Dario Azzimonti

This package cannot yet be used with Renjin it depends on other packages which are not available: Rcpp 0.12.11

Dependencies

Rcpp 0.12.11 microbenchmark 1.4-2.1 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.

Source

R
C
C++

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Release History