general refactoring which is unfortunately not downwards compatible
R helper functions to obtain ESS and samples from skeleton
transposed dataX matrix in logistic regression: now the different rows of dataX represent different observations
allow user to provide starting direction and custom reference points for control variates (ZigZagLogistic)
BPS and Zig-Zag routinesStudent distributions
RZigZag 0.1.6
Allows for fixed time horizon (in additional to fixed number of iterations)
Preprocessing of input to logistic regression disabled. Adding intercept to design matrix and possible recentering is up to user.
RZigZag 0.1.5
Implements Bouncy Particle Sampler for Gaussian target
Allows to specify starting value for ZigZagGaussian
RZigZag 0.1.4
Changed from n_epochs argument to n_iter, representing number of iterations, as this is more flexible. This update is not downwards compatible, but if you want to run ZigZagLogistic when subsampling (with or without control variates) with n_epochs gradient evaluations, simply pick n_iter = n_epochs * (number of observations).
Resolved ambiguities in overloaded functions which previously resulted in a compile error on Solaris.
RZigZag 0.1.3
Corrected arXiv reference
RZigZag 0.1.1
This is the first version, which introduces the R functions ZigZagLogistic and ZigZagGaussian.