Reversible Jump PDMP Samplers

Provides an implementation of the reversible jump piecewise deterministic Markov processes (PDMPs) methods developed in the paper Reversible Jump PDMP Samplers for Variable Selection (Chevallier, Fearnhead, Sutton 2020, ). It also contains an implementation of a Gibbs sampler for variable selection in Logistic regression based on Polya-Gamma augmentation.


Reference manual

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1.0.0 by Matt Sutton, 9 months ago

Browse source code at

Authors: Matt Sutton , Augustin Chevalier , Paul Fearnhead , with PolyaGamma simulation code contributed from Jesse Windle and James G. Scott (<>)

Documentation:   PDF Manual  

GPL (>= 2) license

Imports data.table, Rcpp

Suggests MASS

Linking to Rcpp, RcppArmadillo

See at CRAN