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


Reference manual: 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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