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RZigZag: Zig-Zag Sampler

Implements the Zig-Zag algorithm (Bierkens, Fearnhead, Roberts, 2016) <doi:10.48550/arXiv.1607.03188> applied and Bouncy Particle Sampler <doi:10.48550/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
DOI:10.32614/CRAN.package.RZigZag
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:

Reference manual:RZigZag.html ,RZigZag.pdf

Downloads:

Package source: RZigZag_0.2.1.tar.gz
Windows binaries: r-devel:RZigZag_0.2.1.zip, r-release:RZigZag_0.2.1.zip, r-oldrel:RZigZag_0.2.1.zip
macOS binaries: r-release (arm64):RZigZag_0.2.1.tgz, r-oldrel (arm64):RZigZag_0.2.1.tgz, r-release (x86_64):RZigZag_0.2.1.tgz, r-oldrel (x86_64):RZigZag_0.2.1.tgz
Old sources: RZigZag archive

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=RZigZagto link to this page.


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