Adaptive Rejection Metropolis Sampling (ARMS) via 'Rcpp'
Description
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) . This allows for sampling from a univariate target probability distribution specified by its (potentially unnormalised) log density.