Other packages > Find by keyword >

sns  

Stochastic Newton Sampler (SNS)
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("sns", "1.2.2")



Attach the package and use:
library("sns")
Maintained by
Alireza Mahani
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-08-25
Latest Update: 2022-11-02
Description:
Stochastic Newton Sampler (SNS) is a Metropolis-Hastings-based, Markov Chain Monte Carlo sampler for twice differentiable, log-concave probability density functions (PDFs) where the proposal density function is a multivariate Gaussian resulting from a second-order Taylor-series expansion of log-density around the current point. The mean of the Gaussian proposal is the full Newton-Raphson step from the current point. A Boolean flag allows for switching from SNS to Newton-Raphson optimization (by choosing the mean of proposal function as next point). This can be used during burn-in to get close to the mode of the PDF (which is unique due to concavity). For high-dimensional densities, mixing can be improved via 'state space partitioning' strategy, in which SNS is applied to disjoint subsets of state space, wrapped in a Gibbs cycle. Numerical differentiation is available when analytical expressions for gradient and Hessian are not available. Facilities for validation and numerical differentiation of log-density are provided. Note: Formerly available versions of the MfUSampler can be obtained from the archive <https://cran.r-project.org/src/contrib/Archive/MfUSampler/>.
How to cite:
Alireza Mahani (2014). sns: Stochastic Newton Sampler (SNS). R package version 1.2.2, https://cran.r-project.org/web/packages/sns. Accessed 29 Oct. 2026.
Previous versions and publish date:
(2026-07-09 07:05), 0.9.1 (2014-08-29 22:47), 0.9 (2014-08-25 22:26), 1.0.0 (2015-02-08 00:33), 1.1.0 (2015-07-29 10:44), 1.1.1 (2016-09-08 07:33), 1.1.2 (2016-10-25 10:31)
Other packages that cited sns R package
View sns citation profile
Other R packages that sns depends, imports, suggests or enhances
Complete documentation for sns
Functions, R codes and Examples using the sns R package
Some associated functions: ess . plot.sns . predict.sns . sns.check.logdensity . sns.fghEval.numaug . sns . sns.part . sns.run . summary.sns . 
Some associated R codes: ess.R . sns.R . sns.methods.R . zzz.R .  Full sns package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

personalized2part  
Two-Part Estimation of Treatment Rules for Semi-Continuous Data
Implements the methodology of Huling, Smith, and Chen (2020) , w ...
Download / Learn more Package Citations See dependency  
binovisualfields  
Depth-Dependent Binocular Visual Fields Simulation
Simulation and visualization depth-dependent integrated visual fields. Visual fields are measured mo ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
fastRG  
Sample Generalized Random Dot Product Graphs in Linear Time
Samples generalized random product graphs, a generalization of a broad class of network models. Giv ...
Download / Learn more Package Citations See dependency  
GEVcdn  
GEV Conditional Density Estimation Network
Implements a flexible nonlinear modelling framework for nonstationary generalized extreme value anal ...
Download / Learn more Package Citations See dependency  

29,218

R Packages

247,686

Dependencies

77,281

Author Associations

29,219

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA