Package: nimbleHMC 0.2.5
Daniel Turek
nimbleHMC: Hamiltonian Monte Carlo and Other Gradient-Based MCMC Sampling Algorithms for 'nimble'
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. Functionality of the 'nimbleHMC' package is described further in Turek, et al (2024) <doi:10.21105/joss.06745>.
Authors:
nimbleHMC_0.2.5.tar.gz
nimbleHMC_0.2.5.tar.gz(r-4.7-any)nimbleHMC_0.2.5.tar.gz(r-4.6-any)
nimbleHMC_0.2.5.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
nimbleHMC/json (API)
| # Install 'nimbleHMC' in R: |
| install.packages('nimbleHMC', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:049b0224df. Checks:4 OK. Indexed: no.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 157 | ||
| source / vignettes | OK | 179 | ||
| linux-release-x86_64 | OK | 158 | ||
| wasm-release | OK | 113 |
Exports:addHMCbuildHMCconfigureHMCnimbleHMCsampler_NUTSsampler_NUTS_classicstateNL_NUTStreebranchNL_NUTS
Dependencies:clicodacpp11glueigraphlatticelifecyclemagrittrMatrixnimblenumDerivpkgconfigpracmaR6rlangvctrs
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Add HMC sampler | addHMC |
| Build HMC | buildHMC |
| Configure HMC | configureHMC |
| Builds and executes NIMBLE's HMC sampler | nimbleHMC |
| No-U-Turn (NUTS) Hamiltonian Monte Carlo (HMC) Sampler | HMC hmc NUTS nuts sampler_NUTS |
| Classic No-U-Turn (NUTS_classic) Hamiltonian Monte Carlo (HMC) Sampler | NUTS-classic nuts-classic NUTS_classic nuts_classic sampler_NUTS_classic |
| nimbleList definition used internally in NUTS sampler. | stateNL_NUTS |
| nimbleList definition used internally in NUTS sampler. | treebranchNL_NUTS |
