HMC No-U-Turn sampler (NUTS) implementation in R
Switch branches/tags
Nothing to show
Clone or download
Type Name Latest commit message Commit time
Failed to load latest commit information.
R add diagonal mass matrix May 25, 2017
man add wrapper for NUTS May 4, 2017
DESCRIPTION add wrapper for NUTS May 4, 2017
NAMESPACE initial commit Apr 30, 2017 init readme May 2, 2017

No-U-Turn Sampler - an R implementation

This R package implements the No-U-Turn sampler for Hamiltonian Monte Carlo, as described algorithm 6 in the paper by Hoffman and Gelman.