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

Downloads:

Reference manual: RZigZag.pdf
Package source: RZigZag_0.2.1.tar.gz
Windows binaries: r-devel: RZigZag_0.2.0.zip, r-release: RZigZag_0.2.0.zip, r-oldrel: RZigZag_0.2.0.zip
OS X binaries: r-release: RZigZag_0.2.0.tgz, r-oldrel: RZigZag_0.2.0.tgz
Old sources: RZigZag archive

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