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XDNUTS  

Discontinuous Hamiltonian Monte Carlo with Varying Trajectory Length
View on CRAN: Click here


Download and install XDNUTS package within the R console
Install from CRAN:
install.packages("XDNUTS")

Install from Github:
library("remotes")
install_github("cran/XDNUTS")

Install by package version:
library("remotes")
install_version("XDNUTS", "1.6.5")



Attach the package and use:
library("XDNUTS")
Maintained by
Paolo Manildo
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-09-03
Latest Update: 2025-04-25
Description:
Hamiltonian Monte Carlo for both continuous and discontinuous posterior distributions with customisable trajectory length termination criterion. See Nishimura et al. (2020) <doi:10.1093/biomet/asz083> for the original Discontinuous Hamiltonian Monte Carlo, Hoffman et al. (2014) <doi:10.48550/arXiv.1111.4246> and Betancourt (2016) <doi:10.48550/arXiv.1601.00225> for the definition of possible Hamiltonian Monte Carlo termination criteria.
How to cite:
Paolo Manildo (2024). XDNUTS: Discontinuous Hamiltonian Monte Carlo with Varying Trajectory Length. R package version 1.6.5, https://cran.r-project.org/web/packages/XDNUTS. Accessed 05 Oct. 2026.
Previous versions and publish date:
(2026-07-09 08:29), 1.2 (2024-09-03 18:00), 1.5.3 (2024-11-29 09:00), 1.5.4 (2024-12-05 10:20), 1.5.5 (2024-12-22 12:40), 1.5.6 (2025-01-28 14:40), 1.5 (2024-10-28 19:30), 1.6.1 (2025-08-24 15:10), 1.6.3 (2025-09-08 01:50), 1.6.4 (2025-09-13 00:50), 1.6 (2025-04-25 20:20)
Other packages that cited XDNUTS R package
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Other R packages that XDNUTS depends, imports, suggests or enhances
Complete documentation for XDNUTS
Functions, R codes and Examples using the XDNUTS R package
Full XDNUTS package functions and examples
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