XDNUTS: Discontinuous Hamiltonian Monte Carlo with Varying Trajectory
Length
Hamiltonian Monte Carlo for both continuous and discontinuous
posterior distributions with customisable trajectory length
termination criterion. See Nishimura et al. (2020) <doi:10.1093/biomet/asz083> for
the original Discontinuous Hamiltonian Monte Carlo,
Hoffman et al. (2014) <doi:10.48550/arXiv.1111.4246> and Betancourt (2016)
<doi:10.48550/arXiv.1601.00225> for the definition of possible Hamiltonian
Monte Carlo termination criteria.
| Version: |
1.2 |
| Depends: |
R (≥ 2.10) |
| Imports: |
base, coda, graphics, grDevices, parallel, purrr, Rcpp (≥
1.0.12), Rdpack, stats |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Suggests: |
knitr, rmarkdown, KernSmooth |
| Published: |
2024-09-03 |
| DOI: |
10.32614/CRAN.package.XDNUTS |
| Author: |
Paolo Manildo 
[aut, cre] |
| Maintainer: |
Paolo Manildo <paolo.manildo at studenti.unipd.it> |
| License: |
MIT + file LICENSE |
| NeedsCompilation: |
yes |
| CRAN checks: |
XDNUTS results |
Documentation:
Downloads:
Linking:
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https://CRAN.R-project.org/package=XDNUTS
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