R/Leapfrog.R

In henrifnk/NoUTurn: NoUTurn Sampler

#' Lepfrog takes one step in trajectory
#'
#' Repatedly called by NUTS until run == FALSE, that is when a U-Turn is performed.
#'
#' @param position tajectory position state
#' @param momentum tajectory momentum state
#' @param stepsize stepsize \epsilon to Leapfrog step function
#'
#' @return
#'
leapfrog <- function(position, momentum, stepsize) {
  momentum <- momentum + (stepsize / 2) * gradient(position)
  position <- position + stepsize * momentum
  momentum <- momentum + (stepsize / 2) * gradient(position)
  return(list("position" = as.numeric(position), "momentum" = as.numeric(momentum)))
}