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-4.7-arm64)RZigZag_0.2.1.tar.gz(r-4.7-x86_64)RZigZag_0.2.1.tar.gz(r-4.6-arm64)RZigZag_0.2.1.tar.gz(r-4.6-x86_64)
RZigZag_0.2.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
RZigZag/json (API)
NEWS

# Install 'RZigZag' in R:
install.packages('RZigZag', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

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 192 downloads 11 exports 2 dependencies

Last updated from:220f96db73. Checks:4 NOTE, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64NOTE137
linux-devel-x86_64NOTE132
source / vignettesOK160
linux-release-arm64NOTE133
linux-release-x86_64NOTE129
wasm-releaseOK121

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