HMC_new | R Documentation |
Hamiltonian monte-carlo
HMC_new( current_A, j, lpd_func, epsilon, LL, ColSigma.A.used = ColSigma.A.used, alpha, current_U, samp.size, ... )
current_A |
Current iterate of our matrix parameter A or B |
j |
Index for which column to update |
lpd_func |
Log full conditional posterior density |
epsilon |
Step-size |
LL |
Number of leapfrog steps in the trajectory |
ColSigma.A.used |
Covariance matrix for our matrix parameter A or B |
alpha |
Tempering parameter |
current_U |
Energy function of the current iterate of our matrix parameter A or B |
samp.size |
Sample size |
... |
Other parameters needed for HMC updating. |
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