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.
| Version: | 0.2.5 |
| Depends: | mvtnorm |
| Imports: | Rcpp (≥ 0.11.1) |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | DiceKriging, TruncatedNormal |
| Published: | 2023-08-22 |
| DOI: | 10.32614/CRAN.package.anMC |
| Author: | Dario Azzimonti 
[aut, cre, cph] |
| Maintainer: | Dario Azzimonti <dario.azzimonti at gmail.com> |
| License: | GPL-3 |
| URL: | https://doi.org/10.1080/10618600.2017.1360781 |
| NeedsCompilation: | yes |
| Materials: | README, NEWS |
| CRAN checks: | anMC results |
Documentation:
| Reference manual: | anMC.html , anMC.pdf |
Downloads:
| Package source: | anMC_0.2.5.tar.gz |
| Windows binaries: | r-devel: anMC_0.2.5.zip, r-release: anMC_0.2.5.zip, r-oldrel: anMC_0.2.5.zip |
| macOS binaries: | r-release (arm64): anMC_0.2.5.tgz, r-oldrel (arm64): anMC_0.2.5.tgz, r-release (x86_64): anMC_0.2.5.tgz, r-oldrel (x86_64): anMC_0.2.5.tgz |
| Old sources: | anMC archive |
Reverse dependencies:
| Reverse imports: | KrigInv |
| Reverse suggests: | pGPx |
Linking:
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