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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: | 0.2.1 |
| Depends: | R (≥ 3.5.0), nimble (≥ 1.0.0) |
| Imports: | methods |
| Suggests: | testthat |
| Published: | 2024-02-08 |
| 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 |
| Reference manual: | nimbleHMC.pdf |
| Package source: | nimbleHMC_0.2.1.tar.gz |
| Windows binaries: | r-devel: nimbleHMC_0.2.1.zip, r-release: nimbleHMC_0.2.1.zip, r-oldrel: nimbleHMC_0.2.1.zip |
| macOS binaries: | r-release (arm64): nimbleHMC_0.2.1.tgz, r-oldrel (arm64): nimbleHMC_0.2.1.tgz, r-release (x86_64): nimbleHMC_0.2.1.tgz, r-oldrel (x86_64): nimbleHMC_0.2.1.tgz |
| Old sources: | nimbleHMC archive |
Please use the canonical form https://CRAN.R-project.org/package=nimbleHMC to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.