createNutsEngine: Create a Zigzag-NUTS engine object

In hdtg: Generate Samples from Multivariate Truncated Normal Distributions

Create a Zigzag-NUTS engine object

Description

Create the C++ object to set up SIMD vectorization for speeding up calculations for Zigzag-NUTS ("Zigzag-NUTS engine").

Usage

createNutsEngine(
  dimension,
  lowerBounds,
  upperBounds,
  seed,
  stepSize,
  mean,
  precision,
  flags = 128L
)

Arguments

dimension	the dimension of MTN.
lowerBounds	a vector specifying the lower bounds.
upperBounds	a vector specifying the upper bounds.
seed	random seed.
stepSize	the base step size for Zigzag-NUTS.
mean	the mean vector.
precision	the precision matrix.
flags	which SIMD instruction set to use. 128 = SSE, 256 = AVX.

Value

a list whose only element is the Zigzag-NUTS engine object.

See Also

setMean(), setPrecision(), zigzagHMC(), createEngine()

Examples

# Create a Zigzag-NUTS engine for a 2D problem
dimension <- 2
lowerBounds <- c(-2, -2)
upperBounds <- c(2, 2)
stepSize <- 0.1
mean <- c(0.5, -0.5)
precision <- matrix(c(2, 0.3, 0.3, 2), nrow = 2)
nuts_engine <- createNutsEngine(dimension, lowerBounds, upperBounds,
                                seed = 456, stepSize, mean, precision)
str(nuts_engine)

hdtg documentation built on Feb. 11, 2026, 5:07 p.m.