RZigZag: Zig-Zag Sampler

Implements the Zig-Zag algorithm with subsampling and control variates (ZZ-CV) of (Bierkens, Fearnhead, Roberts, 2016) <arXiv:1607.03188> as applied to Bayesian logistic regression, as well as basic Zig-Zag for a Gaussian target distribution.

Version: 0.1.4
Imports: Rcpp (≥ 0.12.3)
LinkingTo: Rcpp, RcppEigen
Published: 2017-10-28
Author: Joris Bierkens
Maintainer: Joris Bierkens <joris.bierkens at tudelft.nl>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: RZigZag results

Downloads:

Reference manual: RZigZag.pdf
Package source: RZigZag_0.1.4.tar.gz
Windows binaries: r-devel: RZigZag_0.1.4.zip, r-release: RZigZag_0.1.4.zip, r-oldrel: RZigZag_0.1.4.zip
OS X El Capitan binaries: r-release: RZigZag_0.1.4.tgz
OS X Mavericks binaries: r-oldrel: RZigZag_0.1.4.tgz
Old sources: RZigZag archive

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