Package: anMC 0.2.5
Dario Azzimonti
anMC: 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.
Authors:
anMC_0.2.5.tar.gz
anMC_0.2.5.tar.gz(r-4.7-arm64)anMC_0.2.5.tar.gz(r-4.7-x86_64)anMC_0.2.5.tar.gz(r-4.6-arm64)anMC_0.2.5.tar.gz(r-4.6-x86_64)
anMC_0.2.5.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
anMC/json (API)
NEWS
| # Install 'anMC' in R: |
| install.packages('anMC', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:a4f7e6057b. Checks:4 NOTE, 2 OK. Indexed: no.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | NOTE | 121 | ||
| linux-devel-x86_64 | NOTE | 115 | ||
| source / vignettes | OK | 165 | ||
| linux-release-arm64 | NOTE | 122 | ||
| linux-release-x86_64 | NOTE | 115 | ||
| wasm-release | OK | 112 |
Exports:ANMC_GaussconservativeEstimateget_chronotimeMC_GaussmvrnormArmaProbaMaxProbaMinselectActiveDimsselectQdimstrmvrnorm_rej_cpp
Dependencies:mvtnormRcppRcppArmadillo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| ANMC estimate for the remainder | ANMC_Gauss |
| Computationally efficient conservative estimate | conservativeEstimate |
| Measure elapsed time with C++11 chrono library | get_chronotime |
| MC estimate for the remainder | MC_Gauss |
| Sample from multivariate normal distribution with C++ | mvrnormArma |
| Probability of exceedance of maximum of Gaussian vector | ProbaMax |
| Probability of exceedance of minimum of Gaussian vector | ProbaMin |
| Select active dimensions for small dimensional estimate | selectActiveDims |
| Iteratively select active dimensions | selectQdims |
| Sample from truncated multivariate normal distribution with C++ | trmvrnorm_rej_cpp |
