RZigZag: Zig-Zag Sampler
Version 0.1.4

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.

Getting started

Package details

AuthorJoris Bierkens
Date of publication2017-10-28 19:05:30 UTC
MaintainerJoris Bierkens <[email protected]>
LicenseGPL (>= 2)
Version0.1.4
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("RZigZag")

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RZigZag documentation built on Nov. 17, 2017, 6:45 a.m.