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XDNUTS: Discontinuous Hamiltonian Monte Carlo with Varying Trajectory Length
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.
Getting started
Browse package contents
Package details |
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| Author | Paolo Manildo [aut, cre] (ORCID: <https://orcid.org/0009-0006-7056-7012>) |
| Maintainer | Paolo Manildo <paolo.manildo@phd.unipd.it> |
| License | MIT + file LICENSE |
| Version | 1.6.1 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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