A Compendium of Bayesian Statistical Routines Written in 'C++'
Samples random draws from a generalised normal distribution using the ...
Sample random matrices from Haar distribution
Samples random draws from a multivariate normal distribution using the...
Generate Truncated Multivariate Normal Samples via Hamiltonian Monte C...
Sample Random Draws From the Truncated Multivariate Normal Using the A...
Samples variances from the horseshoe prior using Gruber & Kastner (202...
Samples variances of the Normal-Gamma prior distribution by Brown & Gr...
A Compendium of Bayesian Statistical Routines Written in
This is a compendium of 'C++' routines useful for Bayesian statistics. We steal other people's 'C++' code, repurpose it, and export it so developers of 'R' packages can use it in their 'C++' code. We actually don't steal anything, or claim that Thomas Bayes did, but copy code that is compatible with our GPL 3 licence, fully acknowledging the authorship of the original code.