Hmc: Hmc

In jodie0399/NUTS: Hamiltonian Monte Carlo and No-U-Turn Sampler with Dual Averaging

Description

This function performs the Hamiltonian Monte Carlo.

Usage

Hmc(theta0, epsilon, leap.nsteps, L, M)

Arguments

theta0	a p-dimensional vector with the initial value for each parameter.
epsilon	a non-negative value specifying the leapfrog step size.
leap.nsteps	an integer number specifying the number of leapfrog steps.
L	callable function: returns the value of log posterior and the gradient of log posterior probability at given input.
M	an integer specifying the number of iterations.

Value

This function returns a matrix whose m-th row is a sample from the joint density.

jodie0399/NUTS documentation built on May 29, 2019, 1:06 a.m.