vsartor/rhmc: Hamiltonian Monte Carlo

Implements simple Hamiltonian Monte Carlo routines in R for sampling from any desired target distribution which is continuous and smooth. See Neal (2017) <arXiv:1701.02434> for further details on Hamiltonian Monte Carlo. Automatic parameter selection is not supported.

Getting started

Package details

Maintainer
LicenseGPL-3
Version1.0.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("vsartor/rhmc")
vsartor/rhmc documentation built on May 10, 2019, 8:27 a.m.