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) . This allows for sampling from a univariate target probability distribution specified by its (potentially unnormalised) log density.


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install.packages("armspp")

0.0.2 by Michael Bertolacci, 4 months ago


Browse source code at https://github.com/cran/armspp


Authors: Michael Bertolacci [aut, cre]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports Rcpp

Suggests knitr, rmarkdown, covr, testthat

Linking to Rcpp


See at CRAN