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RZigZag (version 0.2.1)
Zig-Zag Sampler
Description
Implements the Zig-Zag algorithm (Bierkens, Fearnhead, Roberts, 2016)
applied and Bouncy Particle Sampler
for a Gaussian target and Student distribution.
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Version
Version
0.2.1
0.2.0
0.1.6
0.1.5
0.1.4
0.1.3
Install
install.packages('RZigZag')
Monthly Downloads
170
Version
0.2.1
License
GPL (>= 2)
Maintainer
Joris Bierkens
Last Published
July 20th, 2019
Functions in RZigZag (0.2.1)
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ZigZagGaussian
ZigZagGaussian
ZigZagIIDGaussian
ZigZagIIDGaussian
EstimateCovarianceMatrix
EstimateCovarianceMatrix
EstimateESS
EstimateESS
BPSGaussian
BPSGaussian
EstimateMoment
EstimateMoment
ZigZagLogistic
ZigZagLogistic
BPSIIDGaussian
BPSIIDGaussian
BPSStudentT
BPSStudentT
RZigZag
RZigZag
ZigZagStudentT
ZigZagStudentT
DiscreteSamples
DiscreteSamples