R: Compute High Dimensional Orthant Probabilities

# Compute High Dimensional Orthant Probabilities

## Documentation for package ‘anMC’ version 0.2.5

- DESCRIPTION file.
- Package NEWS.

## Help Pages

ANMC_Gauss | ANMC estimate for the remainder
conservativeEstimate | Computationally efficient conservative estimate
get_chronotime | Measure elapsed time with C++11 chrono library
MC_Gauss | MC estimate for the remainder
mvrnormArma | Sample from multivariate normal distribution with C++
ProbaMax | Probability of exceedance of maximum of Gaussian vector
ProbaMin | Probability of exceedance of minimum of Gaussian vector
selectActiveDims | Select active dimensions for small dimensional estimate
selectQdims | Iteratively select active dimensions
trmvrnorm_rej_cpp | Sample from truncated multivariate normal distribution with C++