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

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.

Version: 0.2.3
Depends: R (≥ 3.5.0), nimble (≥ 1.0.0)
Imports: methods
Suggests: testthat
Published: 2024-12-18
DOI: 10.32614/CRAN.package.nimbleHMC
Author: Daniel Turek [aut, cre], Perry de Valpine [aut], Christopher Paciorek [aut]
Maintainer: Daniel Turek <danielturek at gmail.com>
License: BSD_3_clause + file LICENSE | GPL-2 | GPL-3 [expanded from: BSD_3_clause + file LICENSE | GPL (≥ 2)]
Copyright: See COPYRIGHTS file.
nimbleHMC copyright details
NeedsCompilation: no
Citation: nimbleHMC citation info
Materials: NEWS
CRAN checks: nimbleHMC results

Documentation:

Reference manual: nimbleHMC.pdf

Downloads:

Package source: nimbleHMC_0.2.3.tar.gz
Windows binaries: r-devel: nimbleHMC_0.2.3.zip, r-release: nimbleHMC_0.2.3.zip, r-oldrel: nimbleHMC_0.2.3.zip
macOS binaries: r-release (arm64): nimbleHMC_0.2.3.tgz, r-oldrel (arm64): nimbleHMC_0.2.3.tgz, r-release (x86_64): nimbleHMC_0.2.3.tgz, r-oldrel (x86_64): nimbleHMC_0.2.3.tgz
Old sources: nimbleHMC archive

Reverse dependencies:

Reverse suggests: runMCMCbtadjust

Linking:

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