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: 0.0.2
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>
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:, r-release:, r-oldrel:
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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