DESCRIPTION

Package: simpa
Type: Package
Title: MCMC sampling via the Simplified Manifold Preconditioner Adaptation algorithm
Version: 1.0
Date: 2022-08-16
Author: Michele Peruzzi
Maintainer: Michele Peruzzi <michele.peruzzi@duke.edu>
Description: SiMPA is an adaptive Langevin algorithm for sampling from multidimensional densities which builds a constant preconditioner via second order information about the target.
License: GPL (>= 3)
Imports: Rcpp (>= 1.0.7)
LinkingTo: Rcpp, RcppArmadillo