nimbleHMC
0.2.5Hamiltonian Monte Carlo and Other Gradient-Based MCMC Sampling Algorithms for 'nimble'
Overview
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>.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-07-2113 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 83%
- Documented parameters
- 100%
- Return-value docs
- 75%
- References docs
- 25%
Downloads
Dependencies
Code & Tests
People & History
8 releases. Pick two to compare their code metrics. R releases are shown for context.
Package metadata
- First published
- 2023-05-31
- Total releases
- 8 / 3 yrs
- License
- BSD_3_clause + file LICENSE | GPL (>= 2) OSI
- Minimum R
- ≥ 3.5.0
- Download size
- 40 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("nimbleHMC")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
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