anMC

Last update 22 August 2023

Copyright license GNU General Public License, version 3.0

Software version identifier 0.2.3, 0.2.4, 0.1.0, 0.2.0, 0.2.1, 0.2.2, 0.2.5

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.

Cited in

(1)

KrigInv

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