leapfrog_step: The function to implement the leapfrop step

In yanbowisc/SIMP: Bayesian Simultaneous Partial Envelope Model

The function to implement the leapfrop step

Description

The function to implement the leapfrop step

Usage

leapfrog_step(A, aa, eps, grad_lpd_func, M_diag, j, lpd_func, ...)

Arguments

A	Parameter A or B.
aa	The momentum vector of the chosen column of A or B.
eps	Stepsize.
grad_lpd_func	The function to calculate the gradients of the log full conditional posterior density of A or B.
M_diag	Covariance matrix for our matrix parameter A or B.
j	The index for which column of A or B to be updated.
lpd_func	The log full conditional posterior density of A or B.
...	Other parameters that may be useful.

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