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armspp: Adaptive Rejection Metropolis Sampling (ARMS) via 'Rcpp'
An efficient 'Rcpp' implementation of the Adaptive Rejection Metropolis Sampling (ARMS) algorithm proposed by Gilks, W. R., Best, N. G. and Tan, K. K. C. (1995) <doi:10.2307/2986138>. This allows for sampling from a univariate target probability distribution specified by its (potentially unnormalised) log density.
Getting started
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Package details |
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| Author | Michael Bertolacci [aut, cre] |
| Maintainer | Michael Bertolacci <m.bertolacci@gmail.com> |
| License | MIT + file LICENSE |
| Version | 0.0.2 |
| Package repository | View on CRAN |
| Installation |
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