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: |
1.5.4 |
Depends: |
R (≥ 2.10) |
Imports: |
base, coda, ggplot2, graphics, grDevices, gridExtra, parallel, purrr, Rcpp (≥ 1.0.12), Rdpack, stats |
LinkingTo: |
Rcpp, RcppArmadillo |
Suggests: |
knitr, rmarkdown, KernSmooth |
Published: |
2024-12-05 |
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:
Please use the canonical form
https://CRAN.R-project.org/package=XDNUTS
to link to this page.