R-anMC (R/R-anMC) Updated: 2 years, 3 months ago Add to my watchlist

Compute high-dimensional orthant probabilities

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.

Version: 0.2.5 License: GPL-3 GitHub
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