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++ |