knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.path = "man/figures/README-",
  out.width = "100%"
)

malt

R-CMD-check

This package implements the sampling algorithm: Metropolis Adjusted Langevin Trajectories (Riou-Durand and Vogrinc 2022). Details available on arXiv. The MALT algorithm is a robust extension of Hamiltonian Monte Carlo, for which robustness of tuning is enabled by a positive choice of damping parameter (a.k.a friction).

Installation

You can install the development version of malt from R-universe with:

# Enable repository from lrioudurand
options(repos = c(
  lrioudurand = 'https://lrioudurand.r-universe.dev',
  CRAN = 'https://cloud.r-project.org'))
# Download and install malt in R
install.packages('malt')
# Browse the malt manual pages
help(package = 'malt')


lrioudurand/malt documentation built on July 28, 2022, 11:06 p.m.