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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

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)

ZigZagGaussian

ZigZagGaussian
ZigZagIIDGaussian

ZigZagIIDGaussian
EstimateCovarianceMatrix

EstimateCovarianceMatrix
EstimateESS

EstimateESS
BPSGaussian

BPSGaussian
EstimateMoment

EstimateMoment
ZigZagLogistic

ZigZagLogistic
BPSIIDGaussian

BPSIIDGaussian
BPSStudentT

BPSStudentT
RZigZag

RZigZag
ZigZagStudentT

ZigZagStudentT
DiscreteSamples

DiscreteSamples