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hmclearn

Fit Statistical Models Using Hamiltonian Monte Carlo

v0.0.5 · Oct 4, 2020 · GPL-3

Description

Provide users with a framework to learn the intricacies of the Hamiltonian Monte Carlo algorithm with hands-on experience by tuning and fitting their own models. All of the code is written in R. Theoretical references are listed below:. Neal, Radford (2011) "Handbook of Markov Chain Monte Carlo" ISBN: 978-1420079418, Betancourt, Michael (2017) "A Conceptual Introduction to Hamiltonian Monte Carlo" <arXiv:1701.02434>, Thomas, S., Tu, W. (2020) "Learning Hamiltonian Monte Carlo in R" <arXiv:2006.16194>, Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A., & Rubin, D. B. (2013) "Bayesian Data Analysis" ISBN: 978-1439840955, Agresti, Alan (2015) "Foundations of Linear and Generalized Linear Models ISBN: 978-1118730034, Pinheiro, J., Bates, D. (2006) "Mixed-effects Models in S and S-Plus" ISBN: 978-1441903174.

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r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
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CRAN incoming feasibility

Maintainer: ‘Samuel Thomas <samthoma@iu.edu>’

The Description field contains
  Monte Carlo" <arXiv:1701.02434>, Thomas, S., Tu, W. (2020) "Learning
  Hamiltonian Monte Carlo in R" <arXiv:2006.16194>, Gelman, A., Carlin,
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Samuel Thomas <samthoma@iu.edu>’

The Description field contains
  Monte Carlo" <arXiv:1701.02434>, Thomas, S., Tu, W. (2020) "Learning
  Hamiltonian Monte Carlo in R" <arXiv:2006.16194>, Gelman, A., Carlin,
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Samuel Thomas <samthoma@iu.edu>’

The Description field contains
  Monte Carlo" <arXiv:1701.02434>, Thomas, S., Tu, W. (2020) "Learning
  Hamiltonian Monte Carlo in R" <arXiv:2006.16194>, Gelman, A., Carlin,
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Samuel Thomas <samthoma@iu.edu>’

The Description field contains
  Monte Carlo" <arXiv:1701.02434>, Thomas, S., Tu, W. (2020) "Learning
  Hamiltonian Monte Carlo in R" <arXiv:2006.16194>, Gelman, A., Carlin,
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

Dependency Network

Dependencies Reverse dependencies bayesplot MASS mvtnorm hmclearn

Version History

new 0.0.5 Mar 10, 2026
updated 0.0.5 ← 0.0.4 diff Oct 4, 2020
updated 0.0.4 ← 0.0.3 diff Jul 26, 2020
new 0.0.3 Jun 24, 2020