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: 0.2.2
Depends: mvtnorm
Imports: Rcpp (≥ 0.11.1)
LinkingTo: Rcpp, RcppArmadillo
Suggests: DiceKriging, TruncatedNormal, tmg
Published: 2019-10-25
Author: Dario Azzimonti ORCID iD [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

Downloads:

Reference manual: anMC.pdf
Package source: anMC_0.2.2.tar.gz
Windows binaries: r-devel: anMC_0.2.2.zip, r-release: anMC_0.2.2.zip, r-oldrel: anMC_0.2.2.zip
OS X binaries: r-release: anMC_0.2.2.tgz, r-oldrel: anMC_0.2.2.tgz
Old sources: anMC archive

Reverse dependencies:

Reverse imports: KrigInv
Reverse suggests: pGPx

Linking:

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