armspp (Q54846)
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Adaptive Rejection Metropolis Sampling (ARMS) via 'Rcpp'
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | armspp |
Adaptive Rejection Metropolis Sampling (ARMS) via 'Rcpp' |
Statements
5 December 2025
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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.
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Identifiers
21 December 2020
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