Package: rjpdmp
Type: Package
Title: Reversible Jump PDMP Samplers
Version: 0.1.0
Author: Matt Sutton, Augustin Chevalier, Paul Fearnhead, with PolyaGamma simulation code contributed from Jesse Windle and James G. Scott (<https://github.com/jgscott/helloPG>)
Maintainer: Matt Sutton <matt.sutton.stat@gmail.com>
Description: 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, <arXiv:2010.11771>). It also contains an implementation of a Gibbs sampler for variable selection in Logistic regression based on Polya-Gamma augmentation.
License: GPL (>= 2)
RoxygenNote: 7.1.1
Encoding: UTF-8
LazyData: true
Imports: data.table, Rcpp (>= 0.12.3)
Suggests: MASS
LinkingTo: Rcpp, RcppArmadillo
NeedsCompilation: yes
Packaged: 2020-12-09 10:10:47 UTC; matth
Repository: CRAN
Date/Publication: 2020-12-10 09:20:02 UTC
