stateNL_NUTS

<p>nimbleList definition used internally in NUTS sampler.</p>

datasets

Provides gradient-based MCMC sampling algorithms for use with the MCMC engine provided by the 'nimble' package.  This includes two versions of Hamiltonian Monte Carlo (HMC) No-U-Turn (NUTS) sampling, and (under development) Langevin samplers.  The `NUTS_classic` sampler implements the original HMC-NUTS algorithm as described in Hoffman and Gelman (2014) <doi:10.48550/arXiv.1111.4246>.  The `NUTS` sampler is a modern version of HMC-NUTS sampling matching the HMC sampler available in version 2.32.2 of Stan (Stan Development Team, 2023). In addition, convenience functions are provided for generating and modifying MCMC configuration objects which employ HMC sampling. Functionality of the 'nimbleHMC' package is described further in Turek, et al (2024) <doi: 10.21105/joss.06745>.

Daniel Turek

nimbleHMC

Hamiltonian Monte Carlo and Other Gradient-Based MCMC Sampling
Algorithms for 'nimble'

Perry de Valpine

Christopher Paciorek

stateNL_NUTS function

<p>An object of class <code>list</code> of length 1.</p>

stateNL_NUTS: nimbleList definition used internally in NUTS sampler.

Description

Usage

Arguments

Format