general refactoring which is unfortunately not downwards
compatible
R helper functions to obtain ESS and samples from skeleton
transposed dataX matrix in logistic regression: now the different
rows of dataX represent different observations
allow user to provide starting direction and custom reference points
for control variates (ZigZagLogistic)
BPS and Zig-Zag routinesStudent distributions
RZigZag 0.1.6
Allows for fixed time horizon (in additional to fixed number of
iterations)
Preprocessing of input to logistic regression disabled. Adding
intercept to design matrix and possible recentering is up to user.
RZigZag 0.1.5
Implements Bouncy Particle Sampler for Gaussian target
Allows to specify starting value for ZigZagGaussian
RZigZag 0.1.4
Changed from n_epochs argument to n_iter, representing number of
iterations, as this is more flexible. This update is not downwards
compatible, but if you want to run ZigZagLogistic when subsampling (with
or without control variates) with n_epochs gradient evaluations, simply
pick n_iter = n_epochs * (number of observations).
Resolved ambiguities in overloaded functions which previously
resulted in a compile error on Solaris.
RZigZag 0.1.3
Corrected arXiv reference
RZigZag 0.1.1
This is the first version, which introduces the R functions
ZigZagLogistic and ZigZagGaussian.