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.
| Version: | 0.1.6 |
| Imports: | Rcpp (≥ 0.12.3) |
| LinkingTo: | Rcpp, RcppEigen |
| Published: | 2018-04-30 |
| Author: | Joris Bierkens |
| Maintainer: | Joris Bierkens <joris.bierkens at tudelft.nl> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| CRAN checks: | RZigZag results |
| Reference manual: | RZigZag.pdf |
| Package source: | RZigZag_0.1.6.tar.gz |
| Windows binaries: | r-devel: RZigZag_0.1.6.zip, r-release: RZigZag_0.1.6.zip, r-oldrel: RZigZag_0.1.6.zip |
| OS X binaries: | r-release: RZigZag_0.1.6.tgz, r-oldrel: RZigZag_0.1.6.tgz |
| Old sources: | RZigZag archive |
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