armspp: Adaptive Rejection Metropolis Sampling (ARMS) via 'Rcpp' (original) (raw)
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) <doi:10.2307/2986138>. This allows for sampling from a univariate target probability distribution specified by its (potentially unnormalised) log density.
| Version: | 0.0.2 |
|---|---|
| Depends: | R (≥ 3.2.3) |
| Imports: | Rcpp |
| LinkingTo: | Rcpp |
| Suggests: | knitr, rmarkdown, covr, testthat |
| Published: | 2019-05-24 |
| DOI: | 10.32614/CRAN.package.armspp |
| Author: | Michael Bertolacci [aut, cre] |
| Maintainer: | Michael Bertolacci <m.bertolacci at gmail.com> |
| License: | MIT + file |
| NeedsCompilation: | yes |
| Materials: | NEWS |
| CRAN checks: | armspp results |
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