ANMC_Gauss |
ANMC estimate for the remainder |
conservativeEstimate |
Computationally efficient conservative estimate |
get_chronotime |
Measure elapsed time with C++11 chrono library |
MC_Gauss |
MC estimate for the remainder |
mvrnormArma |
Sample from multivariate normal distribution with C++ |
ProbaMax |
Probability of exceedance of maximum of Gaussian vector |
ProbaMin |
Probability of exceedance of minimum of Gaussian vector |
selectActiveDims |
Select active dimensions for small dimensional estimate |
selectQdims |
Iteratively select active dimensions |
trmvrnorm_rej_cpp |
Sample from truncated multivariate normal distribution with C++ |