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, and Bouncy Particle Sampler for a Gaussian target.

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Description file content

Package
RZigZag
Type
Package
Title
Zig-Zag Sampler
Version
0.1.6
Date
2018-04-30
Author
Joris Bierkens
Maintainer
Joris Bierkens
Description
Implements the Zig-Zag algorithm with subsampling and control variates (ZZ-CV) of (Bierkens, Fearnhead, Roberts, 2016) as applied to Bayesian logistic regression, as well as basic Zig-Zag for a Gaussian target distribution, and Bouncy Particle Sampler for a Gaussian target.
License
GPL (>= 2)
Imports
Rcpp (>= 0.12.3)
LinkingTo
Rcpp, RcppEigen
RoxygenNote
6.0.1
Encoding
UTF-8
NeedsCompilation
yes
Packaged
2018-04-30 10:55:59 UTC; joris
Repository
CRAN
Date/Publication
2018-04-30 11:05:01 UTC

install.packages('RZigZag')

0.1.6

2 months ago

Joris Bierkens

GPL (>= 2)

Imports

Rcpp (>= 0.12.3)

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