anMC
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Software:97095
CRANanMCMaRDI QIDQ97095FDOQ97095
Compute High Dimensional Orthant Probabilities
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.
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