colemonnahan/adnuts: No-U-Turn MCMC Sampling for 'ADMB' and 'TMB' Models

Bayesian inference using the no-U-turn (NUTS) algorithm by Hoffman and Gelman (2014) <http://www.jmlr.org/papers/v15/hoffman14a.html>. Designed for 'AD Model Builder' ('ADMB') models, or when R functions for log-density and log-density gradient are available, such as 'Template Model Builder' ('TMB') models and other special cases. Functionality is similar to 'Stan', and the 'rstan' and 'shinystan' packages are used for diagnostics and inference.

Getting started

Package details

Maintainer
LicenseGPL-3
Version1.0.9000
URL https://github.com/colemonnahan/adnuts
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("colemonnahan/adnuts")
colemonnahan/adnuts documentation built on Feb. 13, 2018, 4 p.m.