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rhmc (version 1.0.0)

Hamiltonian Monte Carlo

Description

Implements simple Hamiltonian Monte Carlo routines in R for sampling from any desired target distribution which is continuous and smooth. See Neal (2017) for further details on Hamiltonian Monte Carlo. Automatic parameter selection is not supported.

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Version

Install

install.packages('rhmc')

Monthly Downloads

162

Version

1.0.0

License

GPL-3

Maintainer

Victhor Sart<c3><b3>rio

Last Published

October 28th, 2018

Functions in rhmc (1.0.0)

num_grad

Numerical Gradient
hamiltonian_dynamics

Hamiltonian Dynamics
hmc

Hamiltonian Monte Carlo