XDNUTS

Discontinuous Hamiltonian Monte Carlo with Varying Trajectory Length

CRAN Package

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


Insights

Last 30 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies