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.

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


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