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XDNUTS (version 1.6)

Discontinuous Hamiltonian Monte Carlo with Varying Trajectory Length

Description

Hamiltonian Monte Carlo for both continuous and discontinuous posterior distributions with customisable trajectory length termination criterion. See Nishimura et al. (2020) for the original Discontinuous Hamiltonian Monte Carlo, Hoffman et al. (2014) and Betancourt (2016) for the definition of possible Hamiltonian Monte Carlo termination criteria.

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Version

Install

install.packages('XDNUTS')

Monthly Downloads

488

Version

1.6

License

MIT + file LICENSE

Maintainer

Paolo Manildo

Last Published

April 25th, 2025

Functions in XDNUTS (1.6)

xdtransform

Function to apply a transformation to the samples from the output of an XDNUTS model.
xdnuts

Discontinuous Hamiltonian Monte Carlo using both manual and automatic termination criteria.
main_function

Function to generate a Markov chain for both continuous and discontinuous posterior distributions.
viscosity

Blood viscosity data
XDNUTS-package

tools:::Rd_package_title("XDNUTS")
print.XDNUTS

Function for printing an object of class XDNUTS
print.summary.XDNUTS

Function for printing an object of class summary.XDNUTS
summary.XDNUTS

Function to print the summary of an XDNUTS model.
trajectories

Function that approximate the Hamiltonian Flow for given starting values of the position and momentum of a particle in the phase space defined by the kinetic and potential energy provided in input.
plot.XDNUTS

Function to view the draws from the posterior distribution.
set_parameters

Function that regulates the specifications of the xdnuts function.
xdextract

Function to extract samples from the output of an XDNUTS model.