Package: RZigZag 0.2.1

Joris Bierkens

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.

Authors:Joris Bierkens

RZigZag_0.2.1.tar.gz
RZigZag_0.2.1.tar.gz(r-4.5-noble)RZigZag_0.2.1.tar.gz(r-4.4-noble)
RZigZag_0.2.1.tgz(r-4.4-emscripten)RZigZag_0.2.1.tgz(r-4.3-emscripten)
RZigZag.pdf |RZigZag.html✨
RZigZag/json (API)
NEWS

# Install 'RZigZag' in R:
install.packages('RZigZag', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • c++– GNU Standard C++ Library v3

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

cpp

1.00 score 5 scripts 175 downloads 11 exports 2 dependencies

Last updated 5 years agofrom:220f96db73. Checks:OK: 1 NOTE: 1. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 26 2024
R-4.5-linux-x86_64NOTENov 26 2024

Exports:BPSGaussianBPSIIDGaussianBPSStudentTDiscreteSamplesEstimateCovarianceMatrixEstimateESSEstimateMomentZigZagGaussianZigZagIIDGaussianZigZagLogisticZigZagStudentT

Dependencies:RcppRcppEigen

Readme and manuals

Help Manual

Help pageTopics
BPSGaussianBPSGaussian
BPSIIDGaussianBPSIIDGaussian
BPSStudentTBPSStudentT
DiscreteSamplesDiscreteSamples
EstimateCovarianceMatrixEstimateCovarianceMatrix
EstimateESSEstimateESS
EstimateMomentEstimateMoment
RZigZagRZigZag-package RZigZag
ZigZagGaussianZigZagGaussian
ZigZagIIDGaussianZigZagIIDGaussian
ZigZagLogisticZigZagLogistic
ZigZagStudentTZigZagStudentT