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.


Reference manual

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0.0.2 by Michael Bertolacci, a year ago

Browse source code at

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