NutsDual: NutsDual
In jodie0399/NUTS: Hamiltonian Monte Carlo and No-U-Turn Sampler with Dual Averaging
Description
Usage
Arguments
Value
Description
This function implements No-U-Turn Sampler with Dual Averaging.
The code is a modified version of algorithm6 in paper. Instead of including samples in burn-in period (m < Madapt), the function generates a sample where samples in the burn-in period are discarded.
Usage
1
NutsDual(theta0, delta, L, M, Madapt)
Arguments
theta0
inital state of theta
delta
the desired average acceptance probability
L
a callable function that returns log probability
M
number of samples to generate
Madapt
number of iterations
Value
samples generated by NUTS
jodie0399/NUTS documentation built on May 29, 2019, 1:06 a.m.
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Description Usage Arguments Value
Description
This function implements No-U-Turn Sampler with Dual Averaging. The code is a modified version of algorithm6 in paper. Instead of including samples in burn-in period (m < Madapt), the function generates a sample where samples in the burn-in period are discarded.
Usage
1 | NutsDual(theta0, delta, L, M, Madapt)
|
Arguments
theta0 |
inital state of theta |
delta |
the desired average acceptance probability |
L |
a callable function that returns log probability |
M |
number of samples to generate |
Madapt |
number of iterations |
Value
samples generated by NUTS
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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