anMC

Compute High Dimensional Orthant Probabilities

CRAN Package

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.

  • Version0.2.5
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?Yes
  • Last release08/22/2023

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