Package: nimbleHMC 0.2.2

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.

Authors:Daniel Turek [aut, cre], Perry de Valpine [aut], Christopher Paciorek [aut]

nimbleHMC_0.2.2.tar.gz
nimbleHMC_0.2.2.zip(r-4.5)nimbleHMC_0.2.2.zip(r-4.4)nimbleHMC_0.2.2.zip(r-4.3)
nimbleHMC_0.2.2.tgz(r-4.4-any)nimbleHMC_0.2.2.tgz(r-4.3-any)
nimbleHMC_0.2.2.tar.gz(r-4.5-noble)nimbleHMC_0.2.2.tar.gz(r-4.4-noble)
nimbleHMC_0.2.2.tgz(r-4.4-emscripten)nimbleHMC_0.2.2.tgz(r-4.3-emscripten)
nimbleHMC.pdf |nimbleHMC.html
nimbleHMC/json (API)
NEWS

# Install 'nimbleHMC' in R:
install.packages('nimbleHMC', repos = c('https://danielturek.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.72 score 26 scripts 249 downloads 8 exports 16 dependencies

Last updated 5 months agofrom:e112f71007. Checks:OK: 1 NOTE: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 27 2024
R-4.5-winNOTEOct 27 2024
R-4.5-linuxNOTEOct 27 2024
R-4.4-winNOTEOct 27 2024
R-4.4-macNOTEOct 27 2024
R-4.3-winNOTEOct 27 2024
R-4.3-macNOTEOct 27 2024

Exports:addHMCbuildHMCconfigureHMCnimbleHMCsampler_NUTSsampler_NUTS_classicstateNL_NUTStreebranchNL_NUTS

Dependencies:clicodacpp11glueigraphlatticelifecyclemagrittrMatrixnimblenumDerivpkgconfigpracmaR6rlangvctrs