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: 0.1.0
Depends: mvtnorm
Imports: microbenchmark, Rcpp (≥ 0.11.1)
LinkingTo: Rcpp, RcppArmadillo
Suggests: DiceKriging, TruncatedNormal, tmg
Published: 2017-05-04
Author: Dario Azzimonti
Maintainer: Dario Azzimonti <dario.azzimonti at gmail.com>
License: GPL-3
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: anMC results

Downloads:

Reference manual: anMC.pdf
Package source: anMC_0.1.0.tar.gz
Windows binaries: r-devel: anMC_0.1.0.zip, r-release: anMC_0.1.0.zip, r-oldrel: anMC_0.1.0.zip
OS X El Capitan binaries: r-release: anMC_0.1.0.tgz
OS X Mavericks binaries: r-oldrel: anMC_0.1.0.tgz

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