HMC_new: Hamiltonian monte-carlo

View source: R/HMC.new.R

HMC_newR Documentation

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.