anMC

cranv0.2.5

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.

License GPL-3strong copyleft0 versions1 maintainers2 deps778 weekly dl
https://CRAN.R-project.org/package=anMC
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First published · 2023-08-24 10:00:52

Last updated · 2023-08-22T09:30:02+00:00