XDNUTS
Discontinuous Hamiltonian Monte Carlo with Varying Trajectory Length
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.
- Version1.5.6
- R versionR (≥ 2.10)
- LicenseMIT
- Needs compilation?Yes
- Last release01/28/2025
Documentation
Team
Paolo Manildo
MaintainerShow author details
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