leapfrog_step: Leapfrog Step
In lucas-castillo/SampleR: Tools To Compare Human Performance To Sampling Algorithms
Description
Helper Function for Hamiltonian Monte Carlo based samplers.The leapfrog function is a symplectic integrator which deals with error accumulation in the generation of Hamiltonian trajectories.
It requires that the distribution of the momentum is independent of position.
Usage
1
leapfrog_step(theta, momentum, epsilon, log_posterior, L = 1)
Arguments
theta
A vector of length d with the current position
momentum
A vector of length d with the current momentum
epsilon
A numeric value with the size of the leapfrog step
log_posterior
Function of the log probability density of a value theta in the target distribution.
lucas-castillo/SampleR documentation built on Jan. 1, 2021, 8:25 a.m.
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Description
Helper Function for Hamiltonian Monte Carlo based samplers.The leapfrog function is a symplectic integrator which deals with error accumulation in the generation of Hamiltonian trajectories. It requires that the distribution of the momentum is independent of position.
Usage
1 | leapfrog_step(theta, momentum, epsilon, log_posterior, L = 1)
|
Arguments
theta |
A vector of length d with the current position |
momentum |
A vector of length d with the current momentum |
epsilon |
A numeric value with the size of the leapfrog step |
log_posterior |
Function of the log probability density of a value theta in the target distribution. |
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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