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XDNUTS
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", "1.5.6")
Attach the package and use:
library("XDNUTS")
Maintained by
Paolo Manildo
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-09-03
Latest Update: 2024-09-03
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 1.5.6, https://cran.r-project.org/web/packages/XDNUTS. Accessed 29 Apr. 2025.
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