hmc.1: HMC main code

In yfyang86/hamimc: Hybrid Monte Carlo

Description

Hamiltonian Monte Carlo. This code is adapted from (Neal,2001). A simple tuning method is available.

Usage

hmc.1(x, L = 1000, Tau = 0, epsilon = 0)

Arguments

x	Initial value
L	Number of iterations
Tau	Steps of leapfrog.
epsilon	Step-size of leapfrog.

References

Wang, Jian<e2><80><94>Sheng, and R. H. Swendsen. "Nonuniversal critical dynamics in Monte Carlo simulations." Physical review letters (1987).

Examples

## Not run:
hmc.1(rep(0,50))
## End(**Not run**)	

yfyang86/hamimc documentation built on May 4, 2019, 2:32 p.m.