RZigZag: Zig-Zag Sampler
Implements the Zig-Zag algorithm (Bierkens, Fearnhead, Roberts, 2016) <arXiv:1607.03188> applied and Bouncy Particle Sampler <arXiv:1510.02451> for a Gaussian target and Student distribution.
Version: |
0.2.1 |
Imports: |
Rcpp (≥ 0.12.3) |
LinkingTo: |
Rcpp, RcppEigen |
Published: |
2019-07-20 |
Author: |
Joris Bierkens |
Maintainer: |
Joris Bierkens <j.bierkens at vu.nl> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
yes |
Materials: |
NEWS |
CRAN checks: |
RZigZag results |
Documentation:
Downloads:
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