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 |
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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