Implements the Unadjusted Langevin Algorithm (ula())
and the Metropolis-Adjusted Langevin Algorithm (mala())
with a C++ backend using Rcpp and
RcppArmadillo.
Provides an S3 class "langevin_chain" with
print(), summary(), and plot()
methods.
All random number generation is routed through R’s RNG state, so
set.seed() controls reproducibility of the chains.