This R package wedge is devoted to the computation of wedge probabilities. It includes two functions using pure R vectorization and Rcpp (interfacing C++ code directly in the R system). See arXiv1612.05764 for mathematical details.
Installation wedge using the devtools package:
devtools::install_github("rcqls/wedge")
Binaries for Windows and MacOS are available upon request
A companion R package wedgeParallel is also available. It takes full advantage of the multicore architecture of your computer.
To install it, run the following line in a terminal:
devtools::install_github("rcqls/wedgeParallel")