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 <victhor@dme.ufrj.br>
LicenseGPL-3
Version1.0.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("rhmc")

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rhmc documentation built on May 2, 2019, 4:16 a.m.