Compute High Dimensional Orthant Probabilities
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Documentation for package ‘anMC’ version 0.2.5
Help Pages
| 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++ |