Discontinuous Hamiltonian Monte Carlo with Varying Trajectory Length
Function to generate a Markov chain for both continuous and discontinu...
Function to view the draws from the posterior distribution.
Function for printing an object of class summary.XDNUTS
Function for printing an object of class XDNUTS
Function that regulates the specifications of the xdnuts function.
Function to print the summary of an XDNUTS model.
Function to extract samples from the output of an XDNUTS model.
tools:::Rd_package_title("XDNUTS")
Discontinuous Hamiltonian Monte Carlo using both manual and automatic ...
Function to apply a transformation to the samples from the output of a...
Hamiltonian Monte Carlo for both continuous and discontinuous posterior distributions with customisable trajectory length termination criterion. See Nishimura et al. (2020) <doi:10.1093/biomet/asz083> for the original Discontinuous Hamiltonian Monte Carlo, Hoffman et al. (2014) <doi:10.48550/arXiv.1111.4246> and Betancourt (2016) <doi:10.48550/arXiv.1601.00225> for the definition of possible Hamiltonian Monte Carlo termination criteria.