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 LICENSE |
| NeedsCompilation: | yes |
| Materials: | NEWS |
| CRAN checks: | armspp results |
| Reference manual: | armspp.pdf |
| Vignettes: |
Adaptive Rejection Metropolis Sampling in R |
| Package source: | armspp_0.0.2.tar.gz |
| Windows binaries: | r-devel: armspp_0.0.2.zip, r-release: armspp_0.0.2.zip, r-oldrel: armspp_0.0.2.zip |
| macOS binaries: | r-release (arm64): armspp_0.0.2.tgz, r-oldrel (arm64): armspp_0.0.2.tgz, r-release (x86_64): armspp_0.0.2.tgz, r-oldrel (x86_64): armspp_0.0.2.tgz |
| Old sources: | armspp archive |
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