mbertolacci/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
Browse package contents
Package details |
|
|---|---|
| Maintainer | |
| License | MIT + file LICENSE |
| Version | 0.0.2 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
