get_hmc_kernel: Get Hamiltonian Monte Carlo kernels

Description Usage Arguments Value

View source: R/hmc_kernel.R

Description

This function takes descriptions of the target and tuning parameters, and returns a list containing the keys single_kernel, coupled_kernel corresponding to marginal and coupled HMC kernels. These kernels can then be used in the function coupled_chains.

Usage

1
get_hmc_kernel(logtarget, gradlogtarget, stepsize, nsteps, dimension)

Arguments

logtarget

function to compute target log-density, e.g. see get_mvnormal

gradlogtarget

function to compute gradient of target log-density, e.g. see get_mvnormal

stepsize

step size in the leap-frog integrator

nsteps

number of leap-frog steps

dimension

dimension of the target distribution

Value

A list containing the keys single_kernel, coupled_kernel.


pierrejacob/unbiasedpathsampling documentation built on Oct. 6, 2018, 11:10 a.m.