HMC_new: Hamiltonian monte-carlo

In yanbowisc/SIMP: Bayesian Simultaneous Partial Envelope Model

Hamiltonian monte-carlo

Description

Hamiltonian monte-carlo

Usage

HMC_new(
  current_A,
  j,
  lpd_func,
  epsilon,
  LL,
  ColSigma.A.used = ColSigma.A.used,
  alpha,
  current_U,
  samp.size,
  ...
)

Arguments

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.

yanbowisc/SIMP documentation built on Oct. 30, 2022, 1:33 a.m.