armspp

MaRDI QIDQ54846swMATHCRANFDO

Authors Michael Bertolacci

Last update 5 December 2025

Copyright license MIT license, File License

Software version identifier 0.0.2, PACKAGES.rds, 0.0.1, 0.0.3

Official website https://cran.r-project.org/web/packages/armspp/index.html

Source code repository https://github.com/cran/armspp

Description

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.

Cites work

• Adaptive Rejection Metropolis Sampling within Gibbs Sampling

Cited in

(7)

• Moments and random number generation for the truncated elliptical family of distributions
• TTmoment
• MHadaptive
• On the gamma Gumbel distribution
• invgamma
• RcppCensSpatial
• ARpLMEC

This page was built for software: armspp