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 |
| Reference manual: | RZigZag.html , RZigZag.pdf |
| 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 |
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