rhmc: Hamiltonian Monte Carlo

Implements simple Hamiltonian Monte Carlo routines in R for sampling from any desired target distribution which is continuous and smooth. See Neal (2017) <doi:10.48550/arXiv.1701.02434> for further details on Hamiltonian Monte Carlo. Automatic parameter selection is not supported.

Version: 1.0.0
Published: 2018-10-28
DOI: 10.32614/CRAN.package.rhmc
Author: Victhor Sartório [aut, cre, cph]
Maintainer: Victhor Sartório <victhor at dme.ufrj.br>
License: GPL-3
NeedsCompilation: no
CRAN checks: rhmc results

Documentation:

Reference manual: rhmc.pdf

Downloads:

Package source: rhmc_1.0.0.tar.gz
Windows binaries: r-devel: rhmc_1.0.0.zip, r-release: rhmc_1.0.0.zip, r-oldrel: rhmc_1.0.0.zip
macOS binaries: r-release (arm64): rhmc_1.0.0.tgz, r-oldrel (arm64): rhmc_1.0.0.tgz, r-release (x86_64): rhmc_1.0.0.tgz, r-oldrel (x86_64): rhmc_1.0.0.tgz

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