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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

Documentation:

Reference manual: RZigZag.pdf

Downloads:

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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=RZigZag to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.