RZigZag: Zig-Zag Sampler

Implements the Zig-Zag algorithm (Bierkens, Fearnhead, Roberts, 2016) <arXiv:1607.03188> applied and Bouncy Particle Sampler <arXiv:1510.02451> for a Gaussian target and Student distribution.

Getting started

Package details

AuthorJoris Bierkens
MaintainerJoris Bierkens <[email protected]>
LicenseGPL (>= 2)
Version0.2.1
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 July 20, 2019, 9:03 a.m.