armspp: Adaptive Rejection Metropolis Sampling (ARMS) via 'Rcpp'

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: 0.0.1
Depends: R (≥ 3.2.3)
Imports: Rcpp, progress
LinkingTo: Rcpp, progress
Suggests: knitr, rmarkdown, covr, testthat
Published: 2019-04-04
Author: Michael Bertolacci [aut, cre]
Maintainer: Michael Bertolacci <m.bertolacci at gmail.com>
License: MIT + file LICENSE
NeedsCompilation: yes
Materials: NEWS
CRAN checks: armspp results

Downloads:

Reference manual: armspp.pdf
Vignettes: Adaptive Rejection Metropolis Sampling in R
Package source: armspp_0.0.1.tar.gz
Windows binaries: r-devel: armspp_0.0.1.zip, r-release: armspp_0.0.1.zip, r-oldrel: armspp_0.0.1.zip
OS X binaries: r-release: armspp_0.0.1.tgz, r-oldrel: armspp_0.0.1.tgz

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