CRAN/E | anMC

anMC

Compute High Dimensional Orthant Probabilities

Installation

About

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.

doi.org/10.1080/10618600.2017.1360781

Key Metrics

Version 0.2.5
Published 2023-08-22 247 days ago
Needs compilation? yes
License GPL-3
CRAN checks anMC results

Downloads

Yesterday 13 0%
Last 7 days 100 -15%
Last 30 days 487 -18%
Last 90 days 1.613 -69%
Last 365 days 11.376 +24%

Maintainer

Maintainer

Dario Azzimonti

dario.azzimonti@gmail.com

Authors

Dario Azzimonti

aut / cre / cph

Material

README
NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

anMC archive

Depends

mvtnorm

Imports

Rcpp ≥ 0.11.1

Suggests

DiceKriging
TruncatedNormal

LinkingTo

Rcpp
RcppArmadillo

Reverse Imports

KrigInv

Reverse Suggests

pGPx