rhmc1.0.0 package

Hamiltonian Monte Carlo

hamiltonian_dynamics

Hamiltonian Dynamics

hmc

Hamiltonian Monte Carlo

num_grad

Numerical Gradient

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Implements simple Hamiltonian Monte Carlo routines in R for sampling from any desired target distribution which is continuous and smooth. See Neal (2017) <arXiv:1701.02434> for further details on Hamiltonian Monte Carlo. Automatic parameter selection is not supported.

  • Maintainer: Victhor Sartório
  • License: GPL-3
  • Last published: 2018-10-28