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: 0.2.5
Depends: mvtnorm
Imports: Rcpp (≥ 0.11.1)
LinkingTo: Rcpp, RcppArmadillo
Suggests: DiceKriging, TruncatedNormal
Published: 2023-08-22
DOI: 10.32614/CRAN.package.anMC
Author: Dario Azzimonti ORCID iD [aut, cre, cph]
Maintainer: Dario Azzimonti <dario.azzimonti at>
License: GPL-3
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: anMC results


Reference manual: anMC.pdf


Package source: anMC_0.2.5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): anMC_0.2.5.tgz, r-oldrel (arm64): anMC_0.2.5.tgz, r-release (x86_64): anMC_0.2.5.tgz, r-oldrel (x86_64): anMC_0.2.5.tgz
Old sources: anMC archive

Reverse dependencies:

Reverse imports: KrigInv
Reverse suggests: pGPx


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