rhmc: Hamiltonian Monte Carlo

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.

Getting started

Package details

AuthorVicthor Sartório [aut, cre, cph]
MaintainerVicthor Sartório <[email protected]>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the rhmc package in your browser

Any scripts or data that you put into this service are public.

rhmc documentation built on Oct. 29, 2018, 1:04 a.m.