Hamiltonian Monte Carlo

Implements simple Hamiltonian Monte Carlo routines in R for sampling from any desired target distribution which is continuous and smooth. See Neal (2017) for further details on Hamiltonian Monte Carlo. Automatic parameter selection is not supported.


Reference manual

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install.packages("rhmc")

1.0.0 by Victhor Sartório, 8 years ago


Browse source code at https://github.com/cran/rhmc


Authors: Victhor Sartório [aut, cre, cph]


Documentation:   PDF Manual  


GPL-3 license



See at CRAN