Man pages for rmcmc
Robust Markov Chain Monte Carlo Methods

barker_proposalCreate a new Barker proposal object.
bimodal_barker_proposalCreate a new Barker proposal object with bimodal noise...
chain_stateConstruct a new chain state.
covariance_shape_adapterCreate object to adapt proposal with shape based on estimate...
dual_averaging_scale_adapterCreate object to adapt proposal scale to coerce average...
example_gaussian_stan_modelConstruct an example BridgeStan 'StanModel' object for a...
hamiltonian_proposalCreate a new Hamiltonian proposal object.
involution_hamiltonianApply involution underlying Hamiltonian proposal to a chain...
involution_langevinApply involution underlying Langevin proposal to a chain...
langevin_proposalCreate a new Langevin proposal object.
log_density_ratio_barkerCompute logarithm of Barker proposal density ratio.
log_density_ratio_hamiltonianCompute logarithm of Hamiltonian proposal density ratio.
log_density_ratio_langevinCompute logarithm of Langevin proposal density ratio.
log_density_ratio_random_walkCompute logarithm of random_walk proposal density ratio.
random_walk_proposalCreate a new (Gaussian) random walk proposal object.
robust_shape_adapterCreate object to adapt proposal shape (and scale) using...
sample_barkerSample new state from Barker proposal.
sample_chainSample a Markov chain
sample_hamiltonianSample new state from Hamiltonian proposal.
sample_langevinSample new state from Langevin proposal.
sample_metropolis_hastingsSample from Metropolis-Hastings kernel.
sample_random_walkSample new state from random walk proposal.
scale_adapterCreate object to adapt proposal scale to coerce average...
shape_adapterCreate object to adapt proposal shape.
stochastic_approximation_scale_adapterCreate object to adapt proposal scale to coerce average...
target_distribution_from_log_density_formulaConstruct target distribution from a formula specifying log...
target_distribution_from_stan_modelConstruct target distribution from a BridgeStan 'StanModel'...
variance_shape_adapterCreate object to adapt proposal with per dimension scales...
rmcmc documentation built on April 3, 2025, 5:27 p.m.