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Property / programmed in
 
Property / programmed in: R / rank
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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.
Property / description: 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. / rank
 
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Property / author
 
Property / author: Dario Filippo Azzimonti / rank
 
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Property / copyright license
 
Property / copyright license: GNU General Public License, version 3.0 / rank
 
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Property / depends on software
 
Property / depends on software: mvtnorm / rank
 
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Property / imports
 
Property / imports: Rcpp / rank
 
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links / mardi / namelinks / mardi / name
 

Latest revision as of 18:56, 12 March 2024

Compute High Dimensional Orthant Probabilities
Language Label Description Also known as
English
anMC
Compute High Dimensional Orthant Probabilities

    Statements

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    0.2.3
    8 September 2022
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    0.2.4
    27 April 2023
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    0.1.0
    5 May 2017
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    0.2.0
    21 November 2017
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    0.2.1
    24 July 2018
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    0.2.2
    25 October 2019
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    0.2.5
    22 August 2023
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    0 references
    22 August 2023
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    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.
    0 references
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    Identifiers

    0 references