This package implements the numerical results of the arXiv report "Unbiased Hamiltonian Monte Carlo with couplings", by Jeremy Heng and Pierre E. Jacob.
The truncated multivariate Gaussian sampler is taken from the package 'tmg' on CRAN, by Ari Pakman https://cran.r-project.org/package=tmg
The inst/ folder contains subfolders which correspond to each numerical example. Each subfolder has a README file that will explain how to run the scripts therein.