Fit Statistical Models Using Hamiltonian Monte Carlo
Extract Model Coefficients
Diagnostic plots for hmclearn
Diagnostic plots for hmclearn
Fitter function for Hamiltonian Monte Carlo (HMC)
Fit a generic model using Hamiltonian Monte Carlo (HMC)
Sample log posterior and gradient functions for select generalized lin...
Plotting for MCMC visualization and diagnostics provided by `bayesplot...
Leapfrog Algorithm for Hamiltonian Monte Carlo
Fitter function for Metropolis-Hastings (MH)
Fit a generic model using Metropolis-Hastings (MH)
Effective sample size calculation
Effective sample size calculation
Plot Histograms of the Posterior Distribution
Model Predictions for HMC or MH
Calculates Potential Scale Reduction Factor (psrf), also called the Rh...
Calculates Potential Scale Reduction Factor (psrf), also called the Rh...
Multivariate Normal Density of Theta1 | Theta2
Simulate from Multivariate Normal Density for Metropolis Algorithm
Summarizing HMC Model Fits
Provide users with a framework to learn the intricacies of the Hamiltonian Monte Carlo algorithm with hands-on experience by tuning and fitting their own models. All of the code is written in R. Theoretical references are listed below:. Neal, Radford (2011) "Handbook of Markov Chain Monte Carlo" ISBN: 978-1420079418, Betancourt, Michael (2017) "A Conceptual Introduction to Hamiltonian Monte Carlo" <arXiv:1701.02434>, Thomas, S., Tu, W. (2020) "Learning Hamiltonian Monte Carlo in R" <arXiv:2006.16194>, Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A., & Rubin, D. B. (2013) "Bayesian Data Analysis" ISBN: 978-1439840955, Agresti, Alan (2015) "Foundations of Linear and Generalized Linear Models ISBN: 978-1118730034, Pinheiro, J., Bates, D. (2006) "Mixed-effects Models in S and S-Plus" ISBN: 978-1441903174.